Molecular beam epitaxy grown MgS on GaAs(111)B substrate was resulted in wurtzite phase, as demonstrated by detailed structural characterizations. Phenomenological arguments were used to account for why wurtzite phase is preferred over zincblende phase or its most stable rocksalt phase. Results of photoresponse and reflectance measurements performed on wurtzite MgS photodiodes suggest a direct bandgap at around 5.1 eV. Their response peaks at 245 nm with quantum efficiency of 9.9 and enjoys rejection of more than three orders at 320 nm and close to five orders at longer wavelengths, proving the photodiodes highly competitive in solar-blind ultraviolet detection.