Metallic nanoparticles can be used to enhance optical absorption or emission in semiconductors, thanks to a strong interaction of collective excitations of free charges (plasmons) with electromagnetic fields. Herein we present direct imaging at the nanoscale of plasmon-exciton coupling in Au/ZnO nanostructures by combining scanning transmission electron energy loss and cathodoluminescence spectroscopy and mapping. The Au nanoparticles (~30 nm in diameter) are grown in-situ on ZnO nanotetrapods by means of a photochemical process without the need of binding agents or capping molecules, resulting in clean interfaces. Interestingly, the Au plasmon resonance is localized at the Au/vacuum interface, rather than presenting an isotropic distribution around the nanoparticle. On the contrary, a localization of the ZnO signal has been observed inside the Au nanoparticle, as also confirmed by numerical simulations.