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Ultraviolet (UV) light-emitting diodes composed of n-ZnO:Al-SiO2-ZnO nanocomposite/p-GaN:Mg heterojunction were fabricated on the (0002) Al2O3 substrate. A SiO2 layer embedded with ZnO nanodots was prepared on the p-type GaN using spin-on coating of SiO2 nanoparticles together with atomic layer deposition (ALD). An n-type Al-doped ZnO layer was deposited also by ALD. The SiO2-ZnO nanocomposite layer accomplishes a role of the current blocking layer and also causes, by its low refractive index, the increase in the light extraction efficiency from n-ZnO. Significant UV electroluminescence from n-ZnO was achieved at a low forward-bias current of 1.8 mA. Strong UV emission arising from impact ionization in GaN, ZnO, and GaN:Mg states was also observed at reverse breakdown bias.