Silicon oxide (SiOx) nanostructured films have been formed by pulsed-laser deposition of Si in oxygen at different substrate temperatures, in order to study the structures and optical properties related to quantum confinement effects. After laser ablation, the single-crystal Si(100) target is converted to a polycrystal structure and shows weak photoluminescence (PL). The as-deposited SiOx nanostructured films show large particles (i.e., droplets) on a uniform background film. The droplets with weak PL emission have the same high crystallinity as the Si(100) target. Strong PL is observed from the amorphouslike background films rather than from the crystalline droplets. As substrate temperatures increase from room temperature (23 °C) to 800 °C, the PL band continually redshifts from 1.9 to 1.6 eV and the optical band gap decreases from 2.9 to 2.1 eV due to the increased Si concentration in the films. After high-vacuum annealing at 800 °C, both the PL and optical absorption are enhanced. The optical band gap also decreases after annealing. Combined with the progressive PL redshifts of the SiOx films with increasing Si concentration by plasma-enhanced chemical vapor deposition, the results support the quantum confinement theory.