In this work, the surface of nanostructured fluorine-doped ZnO (nZnO·F) is functionalized with protein A (PrA), and used as a model biomolecule. The chemical procedure is characterized by several analytical techniques such as Fourier Transform Infrared Spectroscopy, water contact angle analysis, and fluorescence microscopy. The surface modification of nZnO·F by binding increasing concentrations of PrA is also investigated by two label-free optical techniques, i.e., the spectroscopic reflectometry and the steady-state photoluminescence. The results are compared with those obtained using undoped nZnO substrates in order to highlight the better performances of nZnO·F due to the fluorine doping. The results of this study pave the way for the design and realization of a ZnO-based nanostructured platform for label-free optical sensing.