The white $\mathrm{ZnO}$ turns yellow on heating because of 

Zinc oxide is white in color at room temperature. On heating it loses oxygen and turns yellow

$\mathrm{ZnO}⟶\stackrel{\text{ heating }}{⟶}{\mathrm{Zn}}^{2+}+\frac{1}{2}{\mathrm{O}}_2+2{\mathrm{e}}^{-}$ Now there is excess of zinc in the crystal and its formula 

becomes ${\mathrm{Zn}}_{1+\mathrm{x}}\mathrm{O}$. The excess ${\mathrm{Zn}}^{2+}$ ions move to interstitial sites and the electrons to neighboring interstitial sites