We have fabricated a novel device composed of a single ZnO wire bridged on a pair of Au electrodes. The charge transport in Au/single ZnO wire/Au is investigated by the current-voltage measurement. A negative differential resistance behavior (NDR) in current-voltage curve of single compound semiconductor wire is first observed at room temperature. A peak-to-valley current ratio is greater than 3:1. The NDR may be due to a specific metal-wire surface contact nanoscale contacts and electronic coupling between a single ZnO wire and Au electrodes. It is expected that ZnO wire can be applied to the nanoelectronic devices.