High quality epitaxial thin films of the quasi-one dimensional conductor K_0.3MoO₃ have been successfully grown on SrTiO₃(100), SrTiO₃(110), and SrTiO₃(510) substrates via pulsed laser deposition. Scanning electron microscopy revealed quasi-one dimensional rod-shaped structures parallel to the substrate surface, and the crystal structure was verified by using X-ray diffraction. The temperature dependence of the resistivity for the K_0.3MoO₃ thin films demonstrates a metal-to-semiconductor transition at about 180 K. Highly anisotropic resistivity was also observed for films grown on SrTiO₃(510).