Superlattices of YBa2Cu3O7-x/Y yPr1-yBa2Cu3O7-x(y=0.8 and 0.0) have been successfully grown in situ on MgO and LaAlO3 by using a multitarget pulsed laser deposition system. Satellite peaks have been observed in x-ray diffraction for the superlattices with modulation wavelengths from about few tens of angstroms to few hundred angstroms. The x-ray diffraction measurements also indicate that the multilayers have c axis normal to the substrates. Good crystallinity has been observed in the superlattices with He ion backscattering minimum yields of about 10%, indicating highly oriented growth. The presence of a periodic layer structure was further confirmed by the observation of composition oscillations in these structures by secondary-ion mass spectrometry.