Mg-doped quaternary InAlGaN is very attractive for use as p-side layers of 300-nm band ultraviolet (UV) light-emitting diodes (LEDs) or laser diodes (LDs), because high hole conductivity is expected to obtain for wide bandgap (~4 eV) InAlGaN with Mg-doping. We fabricated p-n junction diode consisting of Mg-doped In0.02Al0.28Ga0.70N and Si-doped Al0.25Ga0.75N, and demonstrated intense UV emission under CW current injection at room temperature. The rising voltage in I-V curve was around 3.8 V and the breakdown voltage was as high as 10 V. Single peaked intense emission was observed at 340 nm from around InAlGaN/AlGaN p-n junction area without any deep level emission. Also we found that Ni/Au electrode directly fabricated on Mg-doped InAlGaN is useful. From these results, Mg-doped InAlGaN is considered to be very attractive for use as p-side layer of UV-LEDs or LDs.