Homogeneous thin films of Molybdenum oxide (MoO3) were grown on quartz and glass substrates using the thermal evaporation method. XRD results showed that the MoO3 powder has a polycrystalline structure with an orthorhombic crystal system whereas the MoO3 thin films have amorphous nature. SEM images showed that the MoO3 thin films have a nearly uniform surfaces with worm-like shape grains. The film thickness influences on the linear and nonlinear optical characteristics of MoO3 thin films that were examined using spectrophotometric measurements and from which, the linear optical constants of the MoO3 thin films were estimated. The electronic transition type was determined as a direct allowed one. The values of the optical band gap were obtained to be in the range of 3.88–3.72 eV. The dispersion parameters, third-order nonlinear optical susceptibility, and the nonlinear refractive index of the MoO3 thin films were determined and interpreted in the light of the single oscillator model. The temperature dependence of the DC electrical conductivity and the corresponding conduction mechanism for the MoO3 films were investigated at temperatures ranging from 303 to 463 K.