The invention relates to the field of semiconductor technologies, in particular to a multiple quantum well structure and a light-emitting diode thereof. The multiple quantum well structure comprises a stress release layer, an electron collecting layer and a light emitting layer, wherein the light emitting layer comprises a plurality of potential barrier layers and potential well layers which grow alternately, at least one potential barrier layer is of a GaN/AlxInyGa(1 x y)N/GaN structure, 0<x<=1, 0<=y<1, and the rest potential barrier layers are of a GaN structure. The light-emitting diode at least comprises a substrate, and a buffer layer, an N-type layer, a multiple quantum well structure layer, an electron blocking layer, a P-type layer and a P-type contact layer which are arranged on the substrate sequentially. According to the multiple quantum well structure and the light-emitting diode thereof, the potential barrier layers with a forbidden bandwidth higher than the GaN are arranged in layers of the multiple quantum well structure, namely, an electron blocking layer in the existing structure is dispersed in the multiple quantum well structure layer, thereby achieving the effect of blocking electrons in a dispersed manner, enhancing the electronic blocking effect, reducing the electron overflow phenomenon at high current density and the resulting Droop effect, and improving light-emitting efficiency of the light-emitting diode.