Exposure to ZnO nanoparticles (NPs) might modulate endoplasmic reticulum (ER) stress-autophagy gene expression, but the possible influence of hydrophobic surface coating on these responses was less studied. This study used A549-macrophage co-culture as the in vitro model for lung barrier and investigated the toxicity of pristine and hydrophobic ZnO NPs. Pristine and hydrophobic NPs exhibited different Zeta potential and solubility in water, which suggested that hydrophobic surface coating might alter the colloidal aspects of ZnO NPs. However, pristine and hydrophobic ZnO NPs induced cytotoxicity and reduced the release of soluble monocyte chemotactic protein-1 (sMCP-1) in A549-macrophage co-culture to a similar extent. Exposure to pristine ZnO NPs significantly promoted the expression of ER stress-apoptosis genes, namely DDIT3, XBP-1s, CASP9, CASP12 and BAX (p < 0.05), but hydrophobic ZnO NPs only significantly promoted the expression of BAX (p < 0.05). Exposure to pristine ZnO NPs also significantly reduced the expression of autophagic gene BECN1 (p < 0.05) but not ATG7 (p > 0.05), whereas hydrophobic ZnO NPs significantly reduced the expression of ATG7 and BECN1 (p < 0.01). Moreover, the expression of XBP-1s, HSPA5, CASP9, CASP12, BAX and ATG7 in pristine ZnO NP-exposed co-culture was significantly lower than that in hydrophobic ZnO NP-exposed co-culture (p < 0.05). In conclusion, hydrophobic surface coating might influence the colloidal aspects of ZnO NPs and alter ER stress-apoptosis-autophagy gene expression pattern by pristine ZnO NPs in A549-macrophage co-culture.