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Structural changes of MoO₃ thin films deposited on thick copper substrates upon annealing at different temperatures were investigated via ex situ X-Ray Absorption Spectroscopy (XAS). From the analysis of the X-ray Absorption Near-Edge Structure (XANES) pre-edge and Extended X-ray Absorption Fine Structure (EXAFS), we show the dynamics of the structural order and of the valence state. As-deposited films were mainly disordered, and ordering phenomena did not occur for annealing temperatures up to 300 °C. At ~350 °C, a dominant α-MoO₃ crystalline phase started to emerge, and XAS spectra ruled out the formation of a molybdenum dioxide phase. A further increase of the annealing temperature to ~500 °C resulted in a complex phase transformation with a concurrent reduction of Mo⁶⁺ ions to Mo⁴⁺. These original results suggest the possibility of using MoO₃ as a hard, protective, transparent, and conductive material in different technologies, such as accelerating copper-based devices, to reduce damage at high gradients.