Lanthanum fluoride (LaF3) thin films were deposited on the Ge substrate using the molybdenum boat evaporation method. The effect of films’ oxygen impurity on the infrared optical properties has been investigated for the first time in this report. With the increase in oxygen content in the films, the F content decreases, and the O/F ratio decreases from 0.160 to 0.055. XRD patterns reveal that the presence of O impurity destroys the crystal structure integrity of the LaF3 films and leads to the intensification of infrared absorption. The average transmittance decreases from 58.1% to 52.2%, and the peak transmittance decreases from 59.9% to 54.5%. Additionally, the refractive index and extinction coefficient of LaF3 films with different oxygen content are obtained by fitting the transmittance test data. The results show that the refractive index and extinction coefficient of the films in 8–12 μm increase with the increase in oxygen content, the average refractive index increases from 1.339 to 1.478, and the extinction coefficient increases from 0.001 to 0.030. In this paper, the influence of oxygen impurity in the LaF3 film on its infrared optical properties is revealed, which lays a theoretical foundation for the development of high-performance LaF3 infrared antireflective film.