High quality single crystalline n-type ZnO film was grown on p-type GaN substrate using molecular beam epitaxy. Transmission electron microscopy reveals a sharp ZnO/GaN interface. Light-emitting diode was fabricated from this heterostructure, and a turn-on voltage of ~3.4V was demonstrated. We found that the emission peak shifts from violet (430nm) to near-ultraviolet (375nm) when the driving current increases from 0.38mA to 3.08mA. This intriguing phenomenon can be understood by charged carrier's radical recombination occurring at both sides of the device, and the current enhancement of ZnO emission efficiency.