We report on x-ray absorption spectroscopy (XAS) and x-ray magnetic circular dichroism (XMCD) studies of the paramagnetic (Mn,Co)-co-doped ZnO and ferromagnetic (Fe,Co)-co-doped ZnO nano-particles. Both the surface-sensitive total-electron-yield mode and the bulk-sensitive total-fluorescence-yield mode have been employed to extract the valence and spin states of the surface and inner core regions of the nano-particles. XAS spectra reveal that significant part of the doped Mn and Co atoms are found in the trivalent and tetravalent state in particular in the surface region while majority of Fe atoms are found in the trivalent state both in the inner core region and surface region. The XMCD spectra show that the Fe$^{3+}$ ions in the surface region give rise to the ferromagnetism while both the Co and Mn ions in the surface region show only paramagnetic behaviors. The transition-metal atoms in the inner core region do not show magnetic signals, meaning that they are antiferromagnetically coupled. The present result combined with the previous results on transition-metal-doped ZnO nano-particles and nano-wires suggest that doped holes, probably due to Zn vacancy formation at the surfaces of the nano-particles and nano-wires, rather than doped electrons are involved in the occurrence of ferromagnetism in these systems.