Strategies to achieve p-type behavior in semiconductor oxides are an important current topic of research. Our study showed that sodium-doped zinc oxide thin films are a plausible approach. The insertion of dopant allowed a transition between n-type p-type electrical behavior in specific temperature ranges around 300 K. Annealing procedures under controlled atmospheres, including Ar, N2, and O2, increased the hole density up to a magnitude of 1016 cm−3, although this also reduced the window temperature. The micro-photoluminescence spectra showed an enhancement of defect-related emissions as the dopant content increased. Notably, yellow-green emissions (around 2.38 eV–520 nm) were the most prominent in the as-grown samples. After annealing, a strong redshift of the defect band was observed (around 1.85 eV–670 nm). Our findings showed that p-type ZnO:Na films exhibited emissions associated with RGB primary colors. In a chromaticity diagram, as-grown samples appeared near the white range, annealed films were close to the warm white area, and O2 annealed films trended within the red range.