Aqueous Zn-ion batteries (AZIBs) represent a safe and sustainable technology amongst the post-lithium systems, though the poor understanding of the material behaviour at the cathode prevents the full development of efficient AZIBs. ZnMn2O4 (ZMO) has been considered one of the cathode candidates owing to its analogy to the well-established LiMn2O4 cathode for lithium-ion batteries, however its electrochemical mechanism in the presence of Zn ions in aqueous environment is unclear and still debated. In this work, we synthesised nanostructured ZMO thin films by Pulsed Laser Deposition (PLD) and we evaluated, through extensive characterization by microscopic, spectroscopic, and diffraction techniques, how the deposition and annealing conditions affect the film properties. The self-supported nature and the high degree of control down to the nanoscale make a thin film an ideal model system to study the electrochemistry of the material in aqueous solution and to emphasize the impact of the film properties on its electrochemical response. We highlighted the crucial role of the oxygen pressure in the modulation of the film porosity and the combined effect of deposition pressure and annealing temperature to produce a film with tailored properties in terms of morphology, crystallinity, and Zn stoichiometry. A complex redox mechanism involving multiple concurrent reactions and the formation of zinc hydroxide sulphate hydrate (ZHS) was reported, as well as the influence of the film porosity on the voltammetric behaviour of the film at higher scan rate. Our results confirm the intricate electrochemical mechanism of the ZMO material, which does not merely involve the Zn2+ insertion/extraction but also the crucial participation of Mn2+ from the electrolyte, and pave the way for the nanoscale design of engineered ZMO-based electrodes.