Molybdenum oxides have been widely studied in recent years, owing to their electrochromic properties, electrocatalytic activities for hydrogen evolution reactions (HERs) and excellent energy storage performance. These characteristics strongly depend on the valence states of Mo in the oxides such as IV, V, and VI, which can be efficiently altered through oxygen deficiencies within the oxides. Here, we present a colloidal electrodeposition method to introduce oxygen vacancies in such Mo oxide films. We prepared uniform MoO x films and investigated their electrochemical characteristics under different valence states IV, V, and VI. In this paper, we demonstrate that MoO 2+x films, where Mo in valence states IV and V, can be used for high-performance supercapacitor electrodes. Due to their high conductivity, they exhibit an areal capacitance of 89 mF cm −2 at 1 mA cm −2 and negligible capacitance loss within 600 cycles. Additionally, we demonstrate that, in a complementary electrochromic device configuration, the introduction of an MoO 2+x counter electrode remarkably lowers the activation potential of WO 3 from −2 to −0.5 V and achieves a fully bleached state at 0.5 V. These properties make the MoO 2+x film an ideal counter electrode to store ions for an electrochromic device. Furthermore, MoO 3−y films, where Mo in the valence states V and VI, are obtained by annealing the electrodeposited MoO 2+x film under 200 °C for 24 h. Such films exhibit an excellent catalytic for the HER with an overpotential of 201 mV. Furthermore, we show that MoO 3 films, where Mo at its highest oxidation state (VI), can be obtained via annealing the MoO 2+x film at 300 °C for 6 h, and the resulting films exhibit battery characteristics. Our research provides a new and facile strategy to fabricate substoichiometric molybdenum oxide nanofilms and reveals the effect of different valences on the electrochemical performance of molybdenum oxide films, which opens new doorways for future research in the electrochemical applications of transition metal oxides.