In this paper, we study negacyclic codes of odd length and of length $2^k$ over the ring $R=\mathbb{Z}_4+u\mathbb{Z}_4$, $u^2=0$. We give the complete structure of negacyclic codes for both the cases. We have obtained a minimal spanning set for negacyclic codes of odd lengths over $R$. A necessary and sufficient condition for negacyclic codes of odd lengths to be free is presented. We have determined the cardinality of negacyclic codes in each case. We have obtained the structure of the duals of negacyclic codes of length $2^k$ over $R$ and also characterized self-dual negacyclic codes of length $2^k$ over $R$.