Transition metal oxides are of great interest due to their wide physical characteristics. Transition metal oxide heterostructure could even combine the functions of different metal oxides to perform superior properties. Therefore, the study of heterostructure formation is essential. In this work, the formation of metal oxide heterostruture through diffusional reaction was observed via in-situ transmission electron microscope (TEM). Single-crystal ZnO thin film and Fe metal were annealed at 650∘C, and then Fe₃O₄/ZnO heterostucture were formed by solid-state diffusion. The HRTEM results and corresponding FFT-DP demonstrated the reaction taking place along the basal plane of ZnO {0001} while Fe₃O₄ forms along planes {111}, which are both the closest-packing plane. Moreover, Fe₃O₄ twin defects were observed which composed of (111) spinel-law twin boundaries. The nanofabricated method provides a novel approach to produce transition metal oxides heterostructures for their wide range of applications.