La0.8Sr0.2AlO3 (LSAO) thin films are grown on SrTiO3 (STO) and MgO substrates by laser molecular beam epitaxy. The LSAO thin film on oxygen deficient STO substrate exhibits metallic behaviour over the temperature range of 80-340 K. The optical transmittance spectrum indicates that the LSAO thin films on MgO substrate are insulating at room temperature. The transport properties of LSAO thin films on STO substrates deposited in different oxygen pressure are compared. Our results indicate that oxygen vacancies in STO substrates should be mainly responsible for the transport behaviour of LSAO thin films.