In this study, we investigated the luminous properties of undoped cesium iodide (CsI) and Na-doped CsI (CsI:Na) films deposited by thermal vacuum evaporation and treated with different substrate temperatures, post-annealing temperatures, and deposition rates. The quality of the deposited films was evaluated by their XRD pattern, SEM cross-section/surface morphologies and UV/X-ray luminescence, the spectra of which were used to derive the luminescence mechanism of the deposited films. The 310 nm luminescence demonstrates that the exciting light arises from the electron–hole recombination through the self-trapped exciton (STE) process, which is characteristic of the host polycrystalline CsI. The broad-band luminescence from ~400 to 450 nm demonstrates the other electron–hole recombination between the new energy states created by doping Na in the forbidden gap of CsI. When we deposited higher quality films at a substrate temperature of 200 °C, the undoped CsI films showed preferred crystal orientation at (200), and the CsI:Na films co-evaporated by 1 wt.% NaI at (310) and had the highest UV/X-ray luminescence.