Thin films of manganese oxides have been prepared by pulsed laser deposition (PLD) process on silicon and stainless steel substrates at different substrate temperatures and oxygen gas pressures. By proper selection of temperature and oxygen pressure during the PLD process, pure phases of Mn2O3, Mn3O4 as well as an amorphous phase of MnOx were successfully fabricated and characterized by X-ray diffraction. The pseudo-capacitance behaviors of those manganese oxides of different phases have also been evaluated by the electrochemical cyclic voltammetry in 0.1 M Na2SO4 aqueous electrolyte. Their specific current and capacitance determined at different scan rates were calculated and compared. The results show that polycrystalline Mn2O3 phase has the highest specific current and capacitance, while the values for polycrystalline Mn3O4 films are the lowest. The amorphous phase MnOx films have the values sitting in between those of Mn2O3 and Mn3O4. The specific capacitance of Mn2O3 films reaches 200 F/g at 1 mV/sec scan with excellent stability and cyclic durability. This work has demonstrated that PLD is a very promising technique for supercapacitor material research due to its excellent flexibility and capability of controlling microstructures and phases of various materials.