The confusion over second-harmonic generation (SHG) and multiphoton-absorption (MPA)-induced luminescence in ZnO is observed under excitation with femtosecond laser between 800 and 1000 nm at room temperature. Excitation power dependence measurements show SHG is a two-photon process, and MPA is a three- or four-photon process. These are confirmed with interferometric pulse autocorrelation experiments. Excitation power density is a main regulatory factor for this confusion.