Zero-Shot Learning (ZSL) in video classification is a promising research direction, which aims to tackle the challenge from explosive growth of video categories. Most existing methods exploit seento- unseen correlation via learning a projection between visual and semantic spaces. However, such projection-based paradigms cannot fully utilize the discriminative information implied in data distribution, and commonly suffer from the information degradation issue caused by "heterogeneity gap". In this paper, we propose a visual data synthesis framework via GAN to address these problems. Specifically, both semantic knowledge and visual distribution are leveraged to synthesize video feature of unseen categories, and ZSL can be turned into typical supervised problem with the synthetic features. First, we propose multi-level semantic inference to boost video feature synthesis, which captures the discriminative information implied in joint visual-semantic distribution via feature-level and label-level semantic inference. Second, we propose Matching-aware Mutual Information Correlation to overcome information degradation issue, which captures seen-to-unseen correlation in matched and mismatched visual-semantic pairs by mutual information, providing the zero-shot synthesis procedure with robust guidance signals. Experimental results on four video datasets demonstrate that our approach can improve the zero-shot video classification performance significantly.