In order to further understand the relationship between the structure and luminescence properties of ZnMgO alloy thin films, the targets for films were prepared by ball milling ZnO and MgO powders, cold pressing, and high temperature sintering. ZnMgO thin films of Mg content ranging from 0% to 8% (atomic number fraction) were prepared by RF magnetron sputtering on quartz substrates at room temperature and annealed at 400 ℃ in air atmosphere afterwards. The crystal structure of the film was characterized by Xray diffractometer, the morphology and chemical composition of the particles were observed by field emission scanning electron microscope and the Xray energy dispersive spectrometer (EDS), the photoluminescence (PL) spectra were measured by fluorescence spectrophotometer. ZnMgO thin film is found to be a solid solution with wurtzite hcp structure. With the increase of Mg content, the morphology changes from approximately round to round and random polygon mixture, which is attributed to the grain thickness of (002) losing its dominance and its growth rate exceeded by (101) and (110). The PL spectrum shows a strong violet peak (390～393 nm) and a weak near infrared (NIR) peak (758～765 nm). With the increase of Mg content, the location of violet peak first blueshifts and then redshifts, while the NIR peak redshifts. All peak positions redshift and the intensity increase significantly after annealing at 400 ℃. The generation and variation mechanism for the violet and NIR peaks before and after annealing are discussed.