We grow Zn1-xMgxO/ZnO/Zn1-xMgxO single quantum well structures on Si(111) substrates by using ZnO/MgO buffer layers. MgO buffer layer on Si substrate is essential to the crack-free ZnO epitaxial growth. On the other hand, ZnO buffer layer on MgO buffer layer guarantees the hexagonal ZnMgO layer on it. The two different Mg fractions, 0.12 and 0.32, are used for Zn1-xMgxO barrier layers. The photoluminescence measurement at 10 K using He–Cd laser shows clear emission lines from the single quantum wells. Their peak energies increase with decreasing the quantum well width and coincide quite well with the simulation based on the previously reported parameters. These results show that good quality Zn1-xMgxO/ZnO/Zn1-xMgxO single quantum well structures have been grown on Si(111) substrates.