The character of low-lying excited states of MgO has been examined using cluster models of the MgO crystal. Several different clusters were used; in general, the clusters contained a central Mg atom, one or more shells of nearest-neighbor Mg and O atoms, and a large number of point charges to represent the Madelung potential in the space of the atoms explicitly included in the cluster. The excited orbital was occupied in two ways. First, an electron was added to a low lying excited level while the Mg2+ and O2- anion levels were kept fully occupied. In the second way, an electron was excited from the oxygen 2p band into a low lying excited level. The excited orbitals, for both of these cases are very similar. Although the energetics of the excited states depended on the cluster model, in particular whether it was Mg or O terminated, the general character of the excited orbital remained the same. In all clusters, the excited state orbital was diffuse and delocalized. The excited orbital has no simple or direct relationship to the 3s orbital of Mg2+. It is best described as a "conduction band" orbital. It extends up to and beyond the edge of the atoms explicitly included in the cluster. In our work, we did not find any evidence for localized excitonic states.