Polarized photoluminescence (PL) studies were performed on CdTc/CdMgTe two-dimensional electron gas at high steady magnetic fields up to 25 T. We found the oscillation of the PL intensity and the PL energy at the integer filling factor (v greater than or equal to 3). The PL energy increases monotonically around v = 1 and an additional PL appears at the higher energy side of the main PL only in the sigma(-) polarization. We also found that the intensity of the main PL increases (decreases) symmetrically in the sigma(+)(sigma(-)) polarization around nu = 1. These results are different from PL results in conventional GaAs/AlGaAs heterostructures and wide quantum wells.