The n-type zinc-tin oxide (ZTO) and p-type nickel oxide (NiO) semiconductor thin films were prepared by the sol-gel spin coating process. The influence of 4 at% Mg and Cu doping on the microstructural, optical, and electrical characteristics of NiO thin films and physical properties of ZTO thin film were investigated. In addition, bi-layered ZTO/NiO thin films were grown onto Corning glasses to develop a visible light transparent p-n heterojunction ultraviolet (UV) photodetector. Mg doping slightly enhances the visible transparency and enlarges the optical bandgap energy, while Cu doping decreases the visible transparency and narrows the optical bandgap energy. The electrical properties of NiO sol-gel thin films were improved through Mg and Cu doping. According to the current-voltage (I–V) characteristic curves, the n-ZTO/p-NiO:Mg photodetector had the highest rectification ratio of 11.7 and on-to-off current ratio of 18.3 at 5 V bias. Under UV illumination, the three kinds of devices all exhibited a self-powered nature, while the Mg- and Cu-doped NiO devices had better photoresponse characteristics than the undoped NiO device. It was found that the Mg-doped NiO devices displayed the best photoconductivity gain and sensitivity, and acceptable response speed and responsivity, with applied reverse bias of 1 V.