Visible photoluminescence (PL) has been observed from rare earth (Tm, Sm and Dy)-doped AlN films grown by radio-frequency magnetron reactive sputtering. X-ray diffraction indicates that the films are c-axis-oriented hexagonal wurtzite type structure with an average crystal size of about 80-110 nm. Room-temperature PL spectra indicate that the blue emission is due to the transition of ^1D2 to ^3F4 and ^1G4 to ^3H6 intra 4f electron of Tm^3+, the yellow emissions of AlN:Sm are due to ^4G5/2 to the ^6HJ (J=5/2, 7/2, 9/2, 11/2) and the reddish emissions of AlN:Dy correspond to the ^4F9/2 to ^6HJ (J=5/2, 13/2, 11/2 and 9/2) and ^6Fll/2 transitions.