Hot electron relaxation in GaAs/AlGaAs multiple quantum well (MQW) structure was studied with the use of photoluminescence excitation (PLE) spectroscopy. Oscillation due to the emission of confined longitudinal optical (LO) GaAs phonons, by photoexcited electrons were observed in the (6 K) excitation spectra. The period of the oscillation is different from that observed in bulk GaAs. The calculation from a four-band Kane model, describing the mixing of heavy-and light-hole bands at wave vector away from k=0, was used to interpret the difference of oscillation features between the GaAs/AlGaAs MQW structure and bulk GaAs. The recorded PLE spectrum and calculated results show that photoexcited electrons can directly cascade downwards to the exciton energy state by LO phonon emissions.