Among all the inorganic perovskites, cesium lead bromide (CsPbBr3) has gained significant interest due to its stability and remarkable optoelectronic/photoluminescence properties. Because of the influence of deposition techniques, the experimental conditions that play a key role in each need to be addressed. In this context, we present CsPbBr3 films grown by pulsed laser deposition (PLD) and discuss the impact of oxygen stemming from their growth under a reduced vacuum, i.e., as the background atmosphere, rather than from post-growth exposure. In detail, stoichiometric mechano-chemically synthesized targets were prepared for deposition by nanosecond-PLD (λ = 248 nm, τ = 20 ns, room temperature, fluence of 1 J/cm2) to produce slightly Br-deficient CsPbBr3 films under different background pressure conditions (P0 = 10−4, 10−2 Pa). The characterization results suggest that the presence of oxygen during the deposition of CsPbBr3 can advantageously passivate bromide-vacancy states in all the film thicknesses and reduce losses from emissions. Overall, our findings shed light on the critical role of oxygen, under conditions in which we ruled out other effects related to air exposure, and provide valuable guidelines for potential applications in various optoelectronic devices.