Superconducting thin films of MgB 2 were deposited by Pulsed Laser Deposition on magnesium oxide and sapphire substrates. Samples grown at 450ºC in an argon buffer pressure of about 10 -2 mbar by using a magnesium enriched target resulted to be superconducting with a transition temperature of about 25 K. Film deposited from a MgB 2 sintered pellet target in ultra high vacuum conditions showed poor metallic or weak semiconducting behavior and they became superconducting only after an ex-situ annealing in Mg vapor atmosphere. Up to now, no difference in the superconducting properties of the films obtained by these two procedures has been evidenced.The recent outstanding discovery of 40K superconductivity in MgB 2 [1, 2] is a breakthrough that stimulated a worldwide excitement in the scientific community renewing the interest on superconductivity. This material exhibits a lot of intriguing properties: it is the compound with the highest T c among non-oxides materials and first reports indicate a phonon mediated mechanism for the superconductivity making MgB 2 also the BCS materials with the highest T C [3]. Furthermore, the grains boundaries have not dramatic effects on the critical current densities, being of its coherence length longer than those of HTSC. The reported properties, the very simple structure and the commercial availability of this material make MgB 2 a favorite candidate for large scale and electronic applications and suggest the possibility of further progress in technology based on superconducting materials. The main limitation for the application seems to be related to the considerable small value of the irreversibility field (about 7 Tesla at liquid helium temperature) [4]. High quality epitaxial thin film are needed to implement a new class of electronic devices. Actually, thin film deposition of this material is a quite difficult task due to the high volatility of Mg, so that MgB 2 growth seems impossible in vacuum conditions. This necessity imposes severe restrictions on deposition systems and, up to now, superconducting thin films have been produced only via ex-situ annealing in magnesium atmosphere [5,6]. Very recently, an in situ annealing has been proposed [7] to react, after the deposition, stoichiometric or Mg rich mixture of magnesium and