Zn1-xCdxO/ZnO single quantum well is grown by laser molecular beam epitaxy on Al2O3(0001) substrate. Single quantum well samples respectively with the well-widths of 1.0 nm, 1.5 nm, 4 nm are obtained by controlling the epitaxial temperature and oxygen pressure in the vacuum chamber. The chemical compositions, surface morphologies, crystal structures of the samples are carefully studied, and the results show that the Zn0.98Cd0.02O single quantum wells are of high quality with very smooth surface (with the root mean square value of 0.6 nm in 20 μm×20 μm area) and good crystal structure. Quite a strong photoluminescence emission is obtained at 3.158-3.219 eV from the ZnCdO single quantum well at 4 K under a 325 nm He-Cd laser by tuning quantum well-width. The full width of half maximum of the photoluminescence emission peak of the 1.0 nm quantum well reaches 60 meV, which indicates a strong quantum confinement effect.