Thin layers of MoO_x have been deposited by thermal evaporation followed by post-deposition annealing. The density of states distributions of the MoO_x films were extracted deconvoluting the absorption spectra, measured by a photothermal deflection spectroscopy setup, including the small polaron contribution. Results revealed a sub-band defect distribution centered 1.1 eV below the conduction band; the amplitude of this distribution was found to increase with post-deposition annealing temperature and film thickness.