Zn_1-xMg_xO/Cu_2O heterojunctions were successfully fabricated in open-air at low temperatures via atmospheric atomic layer deposition of Zn_1-xMg_xO on thermally oxidized cuprous oxide. Solar cells employing these heterojunctions demonstrated a power conversion efficiency exceeding 2.2% and an open-circuit voltage of 0.65 V. Surface oxidation of Cu_2O to CuO prior to and during Zn_1-xMg_xO deposition was identified as the limiting factor to obtaining a high quality heterojunction interface. Optimization of deposition conditions to minimize Cu_2O surface oxidation led to improved device performance, tripling the open-circuit voltage and doubling the short-circuit current density. These values are the highest reported for a ZnO/Cu_2O interface formed in air, and highlight atmospheric ALD as a promising technique for inexpensive and scalable fabrication of ZnO/Cu_2O heterojunctions.