MgxZn1-xO/ZnO/MgxZn1-xO quantum wells (QWs) (0.12 ≤ x ≤ 0.15) have been grown on a-plane sapphire substrates by pulsed laser deposition. The nominal ZnO well layer thickness lies between 1.2 nm and 6 nm. Atomic force microscopy (AFM) investigations at ZnO/MgxZn1−xO heterostructures show the film-like structure of the ZnO layers. Their root mean square surface roughness of ∼ 0.5 nm gives information about the interface roughness in the QWs. AFM results from the MgxZn1−xO barrier layers show the same surface structure and roughness. We confirmed the lateral homogeneity of the Mg distribution in the MgxZn1−xO barrier layers by scanning cathodoluminescence measurements. The QWs show a bright and laterally homogeneous luminescence, suggesting good crystalline quality of the ZnO wells. The measured QW photoluminescence energies agree well with calculated values and display the presence of the quantum-confined Stark effect. As a result of quantum confinement a high-energy shift of the ZnO excitonic photoluminescence of 222 meV is observed in the thinnest QW.