A series of ZnxMg1-xO films are prepared with electro phoresis deposition. The x-ray diffraction of the film is consistent with that of the multicrystal ZnO, it shows the structure of the ZnxMg1-xO film agree with the polycrystal of ZnO. The photoluminescence study of the ZnxMg1-xO film shows that there are two promine nt peaks in the ultraviolet region of the emission spectra, corresponding to the light emission of free and bound excitons, respectively. The intensity of the emi ssion spectra is invariable in the visible region, and no new peaks including the green band exist. This phenomenon indicates that the oxygen in the film keeps a fine stoichiometry with other elements, and restrains the emission of the green band based on the oxygen vacancies. On the other hand, the blue shift of the UV peaks in the photoluminescence spectra is found to be associated with increasing Mg content in ZnxMg1-xO films, and the intensity of peaks is also reinforced significantly with increasing annealing temperature.