Low-area density ZnO nanowire arrays, growing perpendicularly to the substrate, are synthesized with high-pressure pulsed laser deposition. The introduction of a ZnO buffer layer enables us to fabricate individual nanowires several micrometres apart (area density<0.1 nanowire microm(-2)), suppressing any shadowing effect by neighbouring nanowires during subsequent growth. These low density ZnO nanowires, whose c-axis is perpendicular to the substrate surface, are then used as templates to grow ZnO/ZnMgO core-shell nanowire heterostructures with conventional low-pressure pulsed laser deposition. Cathodoluminescence spectroscopy as well as transmission electron microscopy show that a sharp interface forms between the ZnO core and the ZnMgO shell. Based on these findings, we have grown a series of radial ZnO/ZnMgO quantum wells with different thicknesses that exhibit quantum confinement effects, with thicker quantum wells emitting at lower energies. Spatially resolved cathodoluminescence confirms the homogeneity of the quantum well structure along the full nanowire length of about 3 microm.