We report on the potential of the potassium magnesium fluoride (KMgF) crystal as a fast-response scintillator with tunable cross-luminescence (CL) emission wavelength through high-pressure applications. By performing first-principles density functional theory calculations using the Perdew-Burke-Ernzerhof (PBE) hybrid functional including exact exchange (PBE0) and Green's function and screened Coulomb interaction approximation as implemented in the Vienna Ab initio Simulation Package using plane-wave basis sets within the projector-augmented wave method, we identify the specific valence-to-core band transition that results in the experimentally observed CL emission at 148 nm (8.38 eV) and 170 nm (7.29 eV) wavelengths with intrinsically fast decay times of 290 ps and 210 ps, respectively. Uniform volume compression through hydrostatic high-pressure applications could decrease the energy gap between the valence and core bands, potentially shifting the CL emission wavelength to the ultraviolet (UV) region from 200 nm (6.2 eV) to 300 nm (4.1 eV). The ability to tune and shift the CL emission to UV wavelengths allows for the detection of the CL emission using UV-sensitive photodetectors in ambient atmosphere instead of highly specialized vacuum UV detectors operating in vacuum while maintaining the intrinsically fast CL decay times, thereby opening up new possibilities for KMgF as a fast-response scintillator.