By density factional supercell calculations we computed the total energy and the magnetic properties of isolated complexes formed in wurtzite ZnO doped with diluted Fe impurities in the presence of interstitial atoms of Zn or O. Interstitial O occupies preferentially a site with octahedral symmetry with substitutional Fe in the first neighbor shell, thus forming the complex Fe Zn-I O. In contrast, the complex Fe Zn-I Zn is energetically unfavored with respect to the case where the two components are far apart. For oxygen-rich growth conditions, a significant population of complexes Fe Zn-I O is stable at (and above) room temperature, providing a key to understanding the room-temperature magnetism of this system. Interstitial oxygen, coupled with diluted Fe impurities, exhibit a density of states spin polarized at the Fermi energy.