Light-emitting diodes (LEDs) with MgZnO/ZnO/MgZnO double heterojunction structure have been fabricated and the room temperature electroluminescence (EL) spectra have been studied. With the help of double heterostructure, LEDs show better visible EL performance than that of LED with ordinary p-i-n structure. By replacing ZnO film with ZnO nanorod arrays in this double heterostructure, strong ultraviolet EL emission around 380 nm was achieved. The ZnO-nanorod-based double heterostructured light-emitting diode exhibits superior stability with an intensity degradation of less than 3% over 8 h. The EL mechanisms were discussed in terms of carrier confinement and carrier transport based on semiconductor heterojunction theory.