We report a p–n heterojunction ultraviolet photodetector (PD) based on an Al-doped MgxZn1−xO (AMZO)/Al0.08Ga0.92N heterojunction. AMZO films with 5 wt% of Al2O3 were deposited onto p–Al0.08Ga0.92N by using radio-frequency magnetron sputtering, and they were annealed at 700, 800, and 900 °C in a nitrogen ambient for 60 s. The photoluminescence spectra of the AMZO films were measured at 17 K and show two major peaks. A broad visible band could be attributed to the presence of structural defects. The AMZO film annealed at 800 °C showed a lower emission band in the visible region because of the presence of fewer defects compared with the other AMZO films. The wavelength that corresponds with the peak responsivity of the PD annealed at 800 °C was approximately 200 nm, and the cutoff wavelength was approximately 250 nm. Furthermore, the current–voltage characteristics of the Al0.08Ga0.92N/AMZO p–n junction PD showed a high leakage current. The PD annealed at 800 °C exhibited a dark current of 1.56 μA at a bias of −3 V.