We report the structural and optical properties of AlxGa 1-xN/AlyGa1-yN quantum wells (QWs) structures grown by gas source molecular beam epitaxy with ammonia on sapphire (0001) substrates. QWs structures consist of five pairs of AlyGa 1-yN, 0.3<y<0.45, wells (nominally 2-4 nm thick) and Al xGa1-xN, 0.55<x<1, barriers (nominally 5 nm thick). All the structures were completed with a 10 nm thick cap layer of AlN. We observed a significant enhancement in the cathodoluminescence intensities and longer photoluminescence lifetimes for QW structures grown in the 3D mode, as confirmed by spotty reflection high energy electron diffraction patterns. These effects are attributed to the formation of AlGaN quantum dots in the well materials.