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In this paper, the prospects of iron oxide films and their sulfidation for dye-sensitized solar cells (DSSC) are reviewed. Iron oxide thin films were prepared by hollow cathode plasma jet (HCPJ) sputtering, with an admixture of oxygen in the argon working gas and with an iron nozzle as the sputtering target. The discharge was powered by a constant current source in continuous mode and by a constant voltage source in pulsed mode. Plasma composition was measured by an energy-resolved mass spectrometer. Moreover, secondary electron microscopy (SEM), energy-dispersive X-ray spectroscopy (EDX), absorption and Raman spectra of the films are presented. Strong correlation between the color of the iron oxide film and its phase composition was revealed. Iron oxide films were sulfided at 350 °C. A relatively clean pyrite phase was obtained from the magnetite, while the marcasite with admixture of the pyrite phase was obtained from the hematite. Low influence of sulfidation on the films’ microstructure was demonstrated.