Luminescence spectroscopy has been used to characterize MgO films prepared by rf-sputtering. A clear correlation is found between the appearance of an emission peak centered at approximately 460 nm and the detection of ferromagnetic ordering in the samples. We suggest that cationic vacancies are responsible for the blue-light emission by introducing p states into the electronic band-gap. In accordance with this, our results strongly indicate that cationic vacancies are at the heart of the appearance of long-range magnetic ordering in MgO films.