A wurtzite nitrogen-doped MgZnO (MgZnO:N) film was grown by plasma-assisted molecular-beam epitaxy (PAMBE) on c-plane sapphire using radical NO as oxygen source and nitrogen dopant. The as-grown film shows n-type conduction at room temperature, but transforms into p-type conduction after annealed. Photoluminescence (PL) spectrum measured at 80 K is dominated by neutral donor-bound exciton emission (D0X) located at 3.522 eV for the n-type MgZnO:N film, but by neutral acceptor-bound exciton emission (A0X) located at 3.515 eV for the p-type MgZnO:N film. By fitting exciton emission intensity of temperature-dependent PL spectra, the binding energies of the D0X and A0X were estimated to be 32 and 43 meV, respectively. Based on the energy shift of exciton emission, the band gap of the MgZnO:N film is estimated to be 3.613 eV, which is 179 meV larger than that of ZnO. Using the Haynes rule, the acceptor energy level of the MgZnO:N film was evaluated to be about 176 meV above the valence band.