Ferroelectric thin films have been utilized in a wide range of electronic and optical applications, in which their morphologies and properties can be inherently tuned by a qualitative control during growth. In this work, we demonstrate the evolution of the Pb0.865La0.09(Zr0.65Ti0.35)O3 (PLZT) thin films on MgO (200) with high uniformity and optimized optical property via the controls of the deposition temperatures and oxygen pressures. The perovskite phase can only be obtained at the deposition temperature above 700 °C and oxygen pressure over 50 Pa due to the improved crystallinity. Meanwhile, the surface morphologies gradually become smooth and compact owing to spontaneously increased nucleation sites with the elevated temperatures, and the crystallization of PLZT thin films also sensitively respond to the oxygen vacancies with the variation of oxygen pressures. Correspondingly, the refractive indices gradually develop with variations of the deposition temperatures and oxygen pressures resulted from the various slight loss, and the extinction coefficient for each sample is similarly near to zero due to the relatively smooth morphology. The resulting PLZT thin films exhibit the ferroelectricity, and the dielectric constant sensitively varies as a function of electric filed, which can be potentially applied in the electronic and optical applications.