The MgZnO/SiO2/ZnO metal–semiconductor–metal (MSM) dual-band UVA and UVB photodetectors (PDs) with different MgZnO thicknesses were fabricated by RF sputter. From the dark current, it was found that the PD with 200 nm thick MgZnO had a lower leakage current, which implies less defect density and better crystal quality. Therefore, the FWHM of the X-ray diffraction and grain size of the scanning electron microscope image for PDs with a thicker MgZnO thickness were narrower and larger than those of the others. From the photoluminescence (PL) at room temperature, the main defect types of the MgZnO/SiO2/ZnO thin film included Ov, Oi, and Zni. Then, a variable and voltage-controlled tunable wavelength of UV PD from UVB to UVA can be well accomplished by using a SiO2 blocking layer inserted between the MgZnO and ZnO thin film. Therefore, at a lower and higher bias voltage, the PD with a 200 nm thick MgZnO can detect the UVB and UVA range, respectively.