Nickel oxide semiconductor is a good p-type material for fabricating a p-n-heterojunction with n-type GaN semiconductor. The p-NiO/n-GaN heterojunction, which produces a type II band bias, has significant prospects for creating photosensitive devices. Herein, it is shown that a selective ultraviolet photodetector can be created based on this heterojunction. p-NiO films were formed using magnetron sputtering onto n-doped GaN epitaxial layers grown by plasma assisted molecular beam epitaxy. The structural, optical, and electronic properties of the formed nickel oxide films were studied. A mechanism for reducing dislocation density and conductivity and increasing transparency due to film annealing is proposed. It has been established that the current–voltage characteristics of the p-NiO/n-GaN heterojunction are typical for diode structures and show selective sensitivity to ultraviolet radiation. The band model and sensitivity of the fabricated ultraviolet photodiode were evaluated. The photosensitivity at zero voltage was 3.11 mA/W, the quantum yield was 0.011, and the detection ability was 8.69 × 109 Jones. The work shows the potential of using the p-NiO/n-GaN heterojunction to create ultraviolet photodetectors.