We report the growth of ZnCdS/ZnMgS quantum wells (QWs) and their optical properties. The constituent alloy layers were grown by molecular beam epitaxy under a large S flux and a high substrate temperature. The layers exhibit high quality in terms of double crystal X-ray rocking curve and optical spectra including photoluminescence (PL), PL excitation and reflection spectra. The ZnCdS/ZnMgS QWs exhibit strong emission from the ZnCdS well(s) through photo-excitation at the ZnMgS barriers. By changing the growth condition of the QW structures, PL line width can be reduced. Such QWs show PL up to room temperature.