In this paper, the tunable fabrication from Cu nanoparticles (NPs) film to Cu2O thin film on single-crystal MgO (100) substrates via pulse laser deposition (PLD) has been realized by precisely adjusting the oxygen pressure. In-situ X-ray photoelectron spectroscopy confirms that the chemical state of Cu is altered from Cu0 to mixed state of Cu0 and Cu1+, and then to Cu1+. X-ray diffraction results reveal the main crystal structure of the films is changed from Cu (200) to Cu2O (110) with the increase of oxygen pressure. The morphology of three typical samples (Cu NPs film, Cu@Cu2O core-shell NPs films and Cu2O thin film) was record by transmission electron microscopy. According to the analysis, the mechanism of oxygen is to absorb on the surface of MgO (100) substrate and act as an oxidant in the growth of the films. The increase of oxygen pressure is beneficial to the formation of Cu@Cu2O core-shell NPs with larger diameters and the transition from Cu@Cu2O core-shell NPs film to continuous Cu2O (110) thin film. This work provides essential information for the fabrication of Cu2O thin films by PLD with Cu target at low oxygen pressure.