A detailed study of the formation of neutral oxygen vacancies in monoclinic tungsten oxide (WO3) is performed within the framework of the self-consistent first-principles SIESTA method. This work reveals that the neutral oxygen vacancies are anisotropic with a strong correlation to the structural anisotropy of the WO3 monoclinic room temperature phase. We show that most of the structural relaxation around the vacancies occurs along a single straight line of W–O–W bonds and that the lowest energy corresponds to the formation of vacancies along the [001] crystallographic direction, where long and short W–O bonds alternate. Moreover, vacancies lead to the partial filling of the conduction band, in which 5d electronic states of the neighbouring W atoms dominate. In term of Mulliken population, the initial charge carried by the removed oxygen atom is almost recovered on the O and W atoms closest to the vacancy.