We present a study of nuclear activities in nearby S0 galaxies. After cross-matching the Sloan Digital Sky Survey Data Release 7 (SDSS DR7) with the Third Reference Catalog of Bright Galaxies (RC3) and visually checking the SDSS images, we derive a sample of 583 S0 galaxies with the central spectrophotometric information. In order to separate nebular emission lines from the underlying stellar contribution, we fit the stellar population model to the SDSS spectra of these S0 galaxies. According to the BPT diagram, we find that $8\%$ of S0 galaxies show central star-forming activity, while the fractions of Seyfert, Composite and LINERs are 2\%, 8\%, and 21.4\%, respectively. We also find that star-forming S0s have the lowest stellar masses, over one magnitude lower than the others, and that the active S0s locate mainly in the sparse environment, while the normal S0s in the dense environment, which might suggest that the environment plays an important role in quenching star formation and/or AGN activity in S0 galaxies. By performing bulge-disk decomposition of 45 star-forming S0s in {\em g}- and {\em r}-bands with the 2D fitting software \textsc{Galfit}, as well as exploiting the catalog of 2D photometric decompositions of \citet{Meert2015}, we find that the bulges of $∼$ 1/3 star-forming S0 galaxies (16/45) are bluer than their disks, while for other types of S0s, the bulge and disk components show similar color distributions. Besides, the Sérsic index of most star-forming S0s bulges is less than 2, while for normal S0s, it is between 2 and 6. ; Comment: 15 pages, 13 figures, accepted to ApJ (831:63)