The preparation of high-quality gallium oxide (Ga₂O₃) films is one of the premises for the realization of high-performance Ga₂O₃ electronic and optoelectronic devices. In this study, Ga₂O₃ thin films are deposited on a sapphire substrate by pulsed laser deposition (PLD) technique at room temperature and annealed in an oxygen atmosphere. In this way, we can study the change rules of the properties of Ga₂O₃ thin films. The results show that the Ga₂O₃ thin films deposited at room temperature are amorphous. With the increase in annealing temperature, the crystallization degree of the thin films and the optical band gap increase. Both Ga ³⁺ and Ga ⁺ oxidation states are detected in Ga₂O₃ thin films before and after the annealing, which indicates the Ga₂O₃ thin films are deficient in lattice oxygen. When the annealing temperature increases, the percentage of lattice oxygen increases, the percentage of low valence state Ga ⁺decreases, and the quality of thin films is enhanced. However, a high annealing temperature will lead to the diffusion of aluminum in the substrate into the thin film, and thus the quality of the thin film deteriorates. In addition, the thermal expansion coefficient and lattice mismatching between the poor-quality thin film grown at room temperature and the substrate cause the crack of the Ga₂O₃ thin film after high-temperature annealing.