Zinc oxide quantum dots (QDs) embedded in MgO thin film matrices have been prepared by a simple combination evaporation technique, in which electron beam evaporates MgO crystalline, simultaneously resist thermal evaporates high purity metal zinc in order to embed metal zinc atoms into MgO matrices. Post-annealing process in oxygen ambient at 500, 600, 700, 800, 900 and 1000 ℃ for one hour, respectively, was proceeded in order to transform metal zinc atom into zinc oxide. After the post-annealing process, X-ray diffraction (XRD) spectra were used to identify the formation of ZnO. A strong ultraviolet emission band has been observed at room temperature in the photoluminescence (PL) spectra for the samples annealed at 900 and 1000. The PL spectra measured at 77 Κ to room temperature show little change in the peak intensity and the peak energy, which indicates that ZnO QDs strongly confined by MgO matrices have been fabricated through this simple method. The dependence of photoluminescence properties of ZnO quantum dots on the annealing temperature is discussed.