An AlGaN-based deep ultraviolet laser diode with convex quantum wells structure is proposed. The advantage of using a convex quantum wells structure is that the radiation recombination is significantly improved. The improvement is attributed to the increase of the effective barrier height for electrons and the reduction of the effective barrier height for holes, which results in an increased hole injection efficiency and a decreased electron leakage into the p-type region. Particularly, comparisons with the convex quantum barriers structure and the reference structure show that the convex quantum wells structure has the best performance in all respects.