Pure and Mg doped ZnO thin films were deposited at 400 °C on glass substrates by pulsed laser deposition. An x-ray diffractometer (XRD) was used to investigate the structural properties of the thin films. It is found that all the thin films have a preferred (002) orientation. The peak position of (002) orientation is found to shift from 34.39° to 34.55°. The lattice constants of ZnO thin films were also obtained from XRD data. It is found that, with the increase of the dopant concentration, the lattice constant a decreases from 3.25 to 3.23 Å, and c decreases from 5.20 to 5.16 Å. From the spectrophotometer transmittance data, the band gap energies of the thin films were calculated by a linear fitting process. The band gap energy of Mg doped ZnO thin film increases with increasing dopant concentration. In photoluminescence (PL) spectra, two PL emission peaks are found in pure ZnO thin films, one is the near band edge (NBE) emission at 3.28 eV, and the other is green-yellow-red emission at around 2.4 eV. However, with the increase of the dopants, no green-yellow-red emissions are found in PL of Mg doped ZnO thin films. The NBE emission has a blueshift compared with that of pure ZnO thin film (as much as 0.12 eV). As time goes on, NBE emission in pure ZnO thin film is enhanced, and the green-yellow-red emissions disappear.