Polarized photoluminescence (PL) studies were performed on CdTe/CdMgTe two-dimensional electron gas at high steady magnetic fields up to 25 T. We found the oscillation of the PL intensity and the PL energy at the integer filling factor (v ≥ 2). The PL energy increases monotonically around v = 1 and an additional PL appears at the higher energy side of the main PL only in the σ- polarization. We also found that the intensity of the main PL increases (decreases) symmetrically in the σ+(σ-) polarization around v = 1. These results are different from PL results in conventional GaAs/AlGaAs heterostructures and wide quantum wells.