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This paper focuses on the preparation and characterization of crystalline thin films of rare-earth-doped sesquioxides (Y2O3, Lu2O3) grown by pulsed laser deposition on single-crystal (0001) sapphire substrates. X-ray diffraction measurements show that the films with thicknesses between 1 nm and 500 nm were highly textured along the 111 direction. Using Rutherford backscattering analysis, the correct stoichiometric composition of the films was established. The emission and excitation spectra of europium-doped films with a thickness 100 nm look similar to those of the corresponding crystalline bulk material, whereas films with a thickness 20 nm show a completely different emission behavior.