We report on the growth of rock salt MgO films on sapphire (0001) substrates by rf plasma-assisted molecular beam epitaxy. A two-step method, i.e. high temperature epilayer growth after low-temperature buffer layer growth, was adopted to obtain the single crystal MgO film. The epitaxial orientation between the MgO epilayer and the sapphire (0001) substrate was studied by using in situ reflection high energy electron diffraction and ex situ x-ray diffraction, and it is found that the MgO film grows with [111] orientation. The role of the low temperature buffer layer in the improvement of crystal quality of the MgO epilayer is discussed based on the cross-sectional scanning electron microscopy.