Ultra-precision raster milling induces phase changes and crystal orientation changes of Zn-Al alloy at its machined surface up to a thickness of several hundreds of nanometers. In this study, the phase change characteristics of Zn-Al alloy at different penetration depths have been discussed using X-ray diffraction and nano-indentation tests. A phase-change-distribution function to depth has been proposed to calculate phase change thickness based on the X-ray diffraction measurement, which was verified by the nano-indentation tests. It is found that phase changes sharply decrease along the penetration depth and the Bragg angle first decreases and then increases back, less than the original value. Significantly, the proposed method is nondestructive to characterize phase change characteristics and measure phase change thickness.