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A diode with Sb-doped p-type ZnO, MgZnO/ZnO/MgZnO double heterostructure, and undoped n-type ZnO layers was grown on c-plane sapphire substrate by plasma-assisted molecular-beam epitaxy. Hall effect measurement showed that the top p-type Sb-doped ZnO layer has a hole concentration of 1 × 1017cm-3. Mesa geometry light emitting diodes were fabricated with Au/Ni and Au/Ti Ohmic contacts on top of the p-type and n-type layers, respectively. Ultraviolet emission was achieved, which yielded an output power of 457 nW at 140 mA. The enhancement of the output power is attributed to carrier confinement in the good-quality intrinsic layer of the double heterostructure. The spatial distribution of light emission was characterized.