Layered structure materials (α-MoO3, LiNixCoyMn(1-x-y)O2, and LiCoO2) have been widely studied as promising electrode materials of energy storage devices. In spite of the high theoretical capacity of α-MoO3, it is not widely used as the electrode material because of its low electrical conductivity. A viable route to overcome the low electrical conductivity is the introduction of oxygen vacancies into α-MoO3, because oxygen vacancies can work as shallow donors in α-MoO3 and consequently enhance the electrical conductivity of α-MoO3. In addition, the introduction of oxygen vacancies can increase interlayer spacing of α-MoO3. Therefore, the creation of oxygen vacancies effectively promotes faster charge and discharge storage and prevents volume change during Li-ion intercalation/deintercalation. In this study, we propose a facile and fast method to incorporate oxygen vacancies into α-MoO3 using an intense pulsed white light (IPWL) reduction method. The IPWL irradiation transfers heat energy in the form of light from a xenon lamp that emits a light spectrum in the visible region. A comprehensive study has been carried out to examine the effect of IPWL irradiation on the creation of oxygen vacancies in α-MoO3 and the effects of oxygen vacancies on the structure and pseudocapacitive charge storage properties of α-MoO3. Since this simple and novel strategy is applicable to other transition metal oxides, it is a promising method for not only energy storage systems, but also for water splitting and catalysis systems.