Magnesium diboride (MgB2) has a transition temperature (Tc) of ~40 K, i.e., about 4 times as high as that of niobium (Nb).We have been evaluating MgB2 as a candidate material for radio-frequency (RF) cavities for future particle accelerators. Studies in the last 3 years have shown that it could have about one order of magnitude less RF surface resistance (Rs) than Nb at 4 K. A power dependence test using a 6 GHz TE011 mode cavity has shown little power dependence up to ~12 mT (120 Oe), limited by available power, compared to other high-Tc materials such as YBCO. A recent study showed, however, that the power dependence of Rs is dependent on the coating method. A film made with on-axis pulsed laser deposition (PLD) has showed rapid increase in Rs compared to the film deposited by reactive evaporation method. This paper shows these results as well as future plans.