Vibrational and structural properties have an enormous influence on optoelectronic properties of hybrid halide perovskites CH3NH3PbX3 (X = I, Br, Cl), which are perspective materials for different photovoltaic applications. Here, we report results of the first high-resolution optical spectroscopy measurements of large CH3NH3PbBr3 single crystals in wide frequency (20–20 000 cm−1) and temperature (5–300 K) ranges. Fit of polarized far-infrared reflection spectra using Lorentz model of damped oscillators revealed parameters of three phonons at room temperature and 38 phonons at 10 K. An analysis of mid-infrared transmission spectra gave evidence of a strong anharmonicity in this hybrid perovskite. A splitting of some lines observed in the orthorhombic phase was presumably assigned to the tunneling of the CH3NH3+ cation molecule between several potential energy minima. The temperature behavior of the transmission spectra near the fundamental absorption edge was tentatively explained by the competition between two different exciton transitions in CH3NH3PbBr3. Positions of spectral lines and of the absorption edge measured at cooling and heating the sample demonstrate hysteresis loops in the vicinities of phase transitions around 237, 155, and 149 K, thus revealing the first-order nature of all three phase transitions in CH3NH3PbBr3.