Thin films of zirconium oxide have been deposited using pulsed laser deposition on Zr-base alloy substrates, held at 300 K, 573 K and 873 K, in order to understand the effect of substrate temperature on the deposited film. In this study, a KrF excimer laser having 30 ns pulse width and 600 mJ energy at source has been used for depositing the films from a sintered ZrO2 target using a laser fluence of 5 J.cm-2. After visual observation, deposited thin films were examined using Raman Spectroscopy (RS) and X-ray Photo-electron Spectroscopy (XPS). It has been found that the oxide deposited at 300 K temperature does not show good adherence with the substrate. The oxide films deposited at 573 K and 873 K are found to be adherent with the substrate and lustrous black in appearance. Thin films of zirconia, deposited using pulsed laser on the Zr-base metallic substrate are initially in amorphous state and possibly little deficient in oxygen. The substrate temperature and the duration of holding at high temperature are responsible for the evolution of nanocrystals in the deposited thin films. The stoichiometry of the amorphous oxide film supports its crystallization, below 573 K, into monoclinic and tetragonal phases and not into cubic phase.