Ultraviolet femtosecond laser pulse is an important tool in studying ultrafast chemical and physical processes. Realizing broadband ultraviolet laser pluses with a wide tunable range would significantly facilitate the study of ultrafast processes. As an effective and convenient method, the cascaded four-wave mixing (CFWM) has been widely adopted to generate broadband and tunable ultraviolet femtosecond laser pulses. In this work, we carry out CFWM in MgO crystal by using two 400-nm pulses to generate tunable ultraviolet femtosecond pulse. The MgO crystal is chosen due to its high third-order nonlinear susceptibility, large band gap and high transmittance in the ultraviolet region. In the experiment, nine frequency up-converted and five frequency down-converted sidebands are observed. The measured wavelength and scattering angle of each sideband are consistent with the CFWM theory predictions. The wavelength range of the sidebands covers 350–450 nm. The total conversion efficiency of the ultraviolet sidebands is 1.2%, which is higher than the reported values with visible/near infrared driven lasers. Meanwhile, the spectra of the high-order sidebands present a Gaussian profile and can support a Fourier-transform-limited pulse duration of less than 50 fs. Besides, the central wavelengths of the sidebands can be effectively tuned by adjusting the time-delay between the two pre-chirped pump pulses. Our study provides an efficient and convenient scheme to generate short ultraviolet femtosecond pulses with a wide tunable range.