Optical thresholds, that correspond to a level located at 1 eV above the valence band, are observed by photocapacitance techniques in n-type Mg-doped GaN. In undoped GaN, this level has been previously related to the yellow emission detected by photoluminescence. In Mg-doped GaN, this yellow luminescence is only observed for excitation energies below the Mg-related band (2.9 - 3 eV). This result evidences that Mg-doping may reduce but not avoid the formation of the yellow band related defects in n-type and semiinsulating Mg-doped samples. The fact that the yellow luminescence is not observed for excitation energies above the bandgap may be justified by a higher efficiency of the Mg-related recombination path.