We have investigated the structural, linear and nonlinear optical properties of high-quality MgO thin films deposited by laser ablation technique on quartz substrates. The deposition process was carried out at various temperatures of the substrates from room temperature to 600°C in order to investigate these properties of the films and their mutual influence. The structural and morphological properties of the films were investigated by X-ray diffraction. The quality of the films was improved with an increase of the substrate temperature. The linear optical properties of the films were studied by classic and timeresolved photoluminescence spectra in the broad range of the temperature form 13 to 300 K. An innovative time-resolved photoluminescence technique let us precisely measure the decay time in the real time. Results of these measurements reveal a simple exponential decay behavior typical for well oriented crystalline thin films. Presented spectra confirm high structural and linear optical quality of investigated films. The nonlinear optical properties of the films were investigated by third harmonic generation technique. Our results indicated that the substrate temperature slightly affected nonlinear optical properties and the values of third order nonlinear susceptibilities at the 600°C were found to be smaller relative to RT. All these unusual properties of MgO thin films deposited by laser ablation technique made this material very interesting for the subsequent oriented growth of the other oxide a but also for potential other optical applications.