Molybdenum trioxide (MoO3) nanosheets were synthesized on Si substrate by a facile physical vapor deposition method and fully characterized by means of scanning electron microscopy, transmission electron microscopy, X-ray diffraction spectrometry, energy dispersive X-ray spectroscopy, and Raman spectroscopy. The characteristic spectra of both Raman and XRD demonstrated that the as-deposited nanosheets are highly pure and have perfect crystallinity of the orthorhombic-phase MoO3. Moreover, prototype devices based on individual MoO3 nanosheets were fabricated and exhibited promising photoconductive response upon the white light illumination. The result indicated that the as-deposited MoO3 nanosheets were of potential applications in optoelectronic devices.