Mechanical milling of a mixture of powders composed of 2 mol % MnO2 and 98 mol % ZnO leads to a ferromagnetic phase with Curie temperature above 300 K. The magnetic field dependence of magnetization manifests a residual magnetization of 2.84x10(-4) emu/g and a coercive force of 76 Oe at 300 K; the residual magnetization of the as-milled sample is larger than those of heat-treated samples. It is speculated that the ferromagnetic behavior is imposed to Zn-doped manganese oxide phases formed on the surface of MnO2 particles via the mechanical milling.