We report our research work on AlGaN/Al(Ga)N multiple‐quantum‐well (MQW) DUV laser structures. Two types of MQW structures, that is, AlxGa1‐xN/AlyGa1‐yN MQW (Sample A) and AlzGa1‐zN/AlN MQW (Sample B), were grown on sapphire substrates by Metal‐organic chemical vapour deposition. Optically pumped lasing at room temperature has been achieved from both structures. For Sample A, the main lasing emission wavelength is 288 nm along with some parasitic longer wavelength peaks. Numerical simulation results indicate that the optical confinement factor in Sample A is very low, less than 0.5%. This resulted in the high lasing threshold and short lasing lifetime of Sample A. The optical confinement factor of Sample B is greatly increased to more than 10%. This effectively improved the lasing performance of Sample B. Its lasing threshold is estimated to be 523 kW/cm2 and the lasing spectra peaked at around 281 nm. (© 2015 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)