The effect of copper (Cu) doping on the luminescent properties of the spray deposited Mg0.2Zn0.8S thin films were investigated for the first time. The Mg0.2Zn0.8S film is an excellent luminescent material with strong blue emissions. In the current investigation, we doped Mg0.2Zn0.8S with Cu by taking (Cu + Mg) as 20 at% by keeping other element ratios constant. Among the different samples in the series, Cu0.05Mg0.15Zn0.8S has shown promising results with dark blue emission. Also, these films showed good structural formation with lower or no other impurities, which is evident from the X‐ray diffraction (XRD). Scanning electron microscopy (SEM), energy‐dispersive X‐ray spectroscopy (EDX) and atomic force microscopy (AFM) confirmed the improved material quality of Cu0.05Mg0.15Zn0.8S as compared to the pristine. Raman and X‐ray photoelectron spectroscopy (XPS) studies have been carried out for the samples. Various defects induced in the films were investigated by recording the photoluminescence (PL) spectra and Cu:(Mg0.2Zn0.8S) films exhibited the capability to produce dilute blue luminescence by absorbing ultraviolet (UV) light. The Cu0.05Mg0.15Zn0.8S film showed promising material property, which is suitable for light‐emitting diode (LED) applications.