Polycrystalline ZnO films with a good preferred orientation were deposited on sapphire, Si and quartz substrates by rf magnetron sputtering. A 356 nm Ultraviolet (UV) photoluminescence (PL) peak and a 446 nm blue peak were observed at room temperature when excited with 270 nm light. After high-temperature annealing in oxygen, the crystallinity of the films was improved. The intensity of the UV emission increased by 7 and 14 times, respectively, for the films on sapphire and quartz substrates respectively. We conclude that the UV emission originates from the inter-band transition of electrons and the blue emission is due to the transition of electrons from the shallow donor level of the oxygen vacancies to the valence band.