ZnO/CdxZn1-xO double heterostructures grown on a-plane sapphire substrates by pulsed-laser deposition were investigated concerning their photoluminescence properties. The localization of excitons in the CdxZn1-xO alloys were studied and analyzed with temperature dependent photoluminescence measurements from T=2 K up to room temperature. The temperature dependence of the Huang-Rhys factor was used to calculate the fraction of strongly localized excitons for this temperature range. The depth of the localization potentials is estimated using two different methods.