To tell if a piece of jewelry is a real diamond or a cubic zirconium, first check on its transparency. It is not possible to read clearly through a real diamond. You can also use your breath to check if it is areal diamond. Here, you are required to blow your breath on the piece and check how it deals with the fog since a real diamond is known not to hold fog on it. Check out http://www.wikihow.com/Tell-if-a-Diamond-is-Real for ore steps on how to do this.
The hardness of the object, and the index of refraction (diamonds are less "sparkly"). Cubic zirconia weighs more than diamond as well. Jewelers have also been known to mark diamonds, to easily prove their legitimacy. Here's a good site: http://www.diffen.com/difference/Cubic_Zirconia_vs_Diamond