In this work, a novel system for the hot wall evaporation of MoO₃ in a horizontal furnace and at low vacuum atmosphere was settled. Pure MoO₃ material was obtained without the presence of other phases and with a strong preferential orientation, as revealed by electron microscopy, micro-Raman spectroscopy and x-ray diffraction. Photoluminescence and Raman spectra were measured as a function of temperature. As a result, the first-order temperature coefficient of the fifteen measured vibrational modes is reported and compared with the scarce literature data available. The relation of these coefficients with the thermal expansion coefficient is discussed in the framework of the Grüneisen model. Moreover, for the first time, the temperature dependence of the different contributions of photoluminescence spectra for MoO₃ is reported, and an anomalous increase in PL intensity of all transitions is observed in the range of 40–140 K, followed by a normal quenching at high temperatures. The Shibata model was used to interpret the origin of this anomalous effect.