The doping content of Mg plays an important role in the crystalline structure and morphology properties of Zn_1-xMg_xO thin films. Here, using radio-frequency magnetron sputtering method, we prepared Zn_1-xMg_xO thin films on single crystalline Si(100) substrates with a series of x values. By means of X-ray diffraction (XRD) and scanning electron microscope (SEM), the crystalline structure and morphology of Zn_1-xMg_xO thin films with different x values are investigated. The crystalline structure of Zn_1-xMg_xO thin film is single phase with x<0.3, while there is phase separation phenomenon with x>0.3, and hexagonal and cubic structures will coexist in Zn_1-xMg_xO thin films with higher x values. Especially with lower x values, a shoulder peak of 35.1° appearing in the XRD pattern indicates a double-crystalline structure of Zn_1-xMg_xO thin film. The crystalline quality has been improved and the inner stress has been released, after the Zn_1-xMg_xO thin films were annealed at 600 °C in vacuum condition.