As-grown superconducting MgB2 thin films were deposited by pulsed laser deposition on magnesium oxide and sapphire substrates. Starting from a non-stoichiometric, Mg and B mixed-powder target, we were able to grow the superconducting phase during the film deposition, without any further annealing process. So far, samples grown in the temperature range of 400-450 degreesC, and at an argon buffer pressure of the order of 10(-2) mbar turned out to be superconducting with an onset temperature of the resistive transition at about 25 K. Even if the deposition process still needs to be fully optimized, we have demonstrated that this method allows us to achieve in situ deposition of as-grown superconducting thin films. This procedure could therefore be promising for the deposition of high-quality epitaxial MgB2 thin films.