Inorganic halid perovskites, such as CsPbX3 (X = Br, Cl, or I), have attracted a great deal of attention for next generation on‐chip optoelectronic devices for which high quality thin films are essential. So far, most utilized fabrication techniques for halide perovskite films have been based on solution synthesized methods, taking advantage of cost effectiveness and flexibility. Conventional solution processed thin films suffer from pinholes, poor morphology and/or low mole fraction when embedded in glass or polymer matrixes, unavoidably limiting their application‐level. Herein, we report the fabrication of high crystalline and coverage CsPbBr3 thin films by using a single‐step physical technique – pulsed laser deposition (PLD). As‐fabricated thin films demonstrate stimulated emission with low pump threshold at room temperature. Systematic investigations suggest that the mechanism of stimulated emission in our CsPbBr3 thin films originates from exciton−exciton inelastic scattering. These results not only shed light on high performance all‐inorganic CsPbBr3 perovskite films for various optoelectronic devices, but also enrich the comprehension of stimulated emission mechanism of all‐inorganic CsPbBr3 perovskite materials.