5-period ZnO/Zn_0.9Mg_0.1O multiple quantum wells (MQWs) were employed as active layers to fabricate the p-GaN/MQWs/n-ZnO diode by molecular beam epitaxy. It exhibited an efficient UV emission around 370 nm at room temperature. Calculated band structures and carrier distributions showed that electrons were restricted to overflow to the p-type layer, and carriers were confined in the high-quality MQWs well layer.