Multiple quantum wells (MQWs) with well-defined multilayer structure are at the foundation of fabricating optoelectronic devices with high quantum efficiency. In this study, we report the ZnO/ZnMgO MQWs fabricated under optimized conditions. At room temperature, the MQW samples, excited by a 325-nm He-Cd laser, exhibited intense ultraviolet photoluminescence (PL) tuned by the quantum confinement (QC) effect. At the same time, extremely enhanced multiple-phonon resonant Raman scattering (RRS) was observed in the first time in the PL spectra of ZnO-based MQW samples. The multiple-phonon RRS was ascribed to the ingoing and outgoing resonance with the barrier layers, and was found highly in accordance with that of ZnMgO epilayer deposited under the same conditions, thus strongly evidencing the MQW samples have well-defined multilayer structures. Using the PL spectra taken at ∼12 K, the PL shifts induced by QC effect were found in good agreement with the calculated results using Kronig-Penney model.