ZnO has high piezoelectric coupling coefficient and acoustic velocity; therefore, it is an attractive material candidate for high frequency and low loss filters. Piezoelectric ZnO thin film based RF devices offer the advantages such as low power consumption, circuit miniaturization and cost reduction through integration with main stream MMIC technology. We report CVD growth of epitaxial ZnO thin films on R-sapphire substrates. X-ray diffraction techniques have been used to study the crystallinity and orientation of the films, as well as the epitaxial relationship between the films and the substrate. High-resolution cross-sectional TEM reveals the atomically sharp interface structure. As grown ZnO films exhibit dominant n-type conductivity due to the oxygen vacancies. Excellent piezoelectricity has been achieved through a multi-step Li diffusion under oxygen ambient. Surface Acoustic Wave (SAW) filters with 10-micron wavelength have been fabricated. Low insertion loss and high piezoelectric coupling coefficient have been observed.