Vapour deposition of metal halide perovskite by co-evaporation of precursors has the potential to achieve large-area high-efficiency solar cells on an industrial scale, yet little is known about the growth of metal halide perovskites by this method at the current time. Here, we report the fabrication of MAPbI3 films with average thicknesses from 2–320 nm by co-evaporation. We analyze the film properties using X-ray diffraction, optical absorption and photoluminescence (PL) to provide insights into the nucleation and growth of MAPbI3 films on quartz substrates. We find that the perovskite initially forms crystallite islands of around 8 nm in height, which may be the cause of the persistent small grain sizes reported for evaporated metal halide perovskites that hinder device efficiency and stability. As more material is added, islands coalesce until full coverage of the substrate is reached at around 10 nm average thickness. We also find that quantum confinement induces substantial shifts to the PL wavelength when the average thickness is below 40 nm, offering dual-source vapour deposition as an alternative method of fabricating nanoscale structures for LEDs and other devices.