Sb_2O_3 microrods of the orthorhombic phase have been grown by evaporation deposition with Sb powder as precursor. The rods, of rectangular cross section, are composed of weakly bonded stacks of tiny plates of few hundreds of nanometres, which self-assembled during the growth process parallel to the growth axis. Photoluminescence (PL) spectra show resonance peaks in the ultraviolet-blue region related to optical cavity modes across the cross sections of the rods. Local phase transformation from the orthorhombic to the cubic Sb_2O_3 phase has been induced by long irradiation with the 325 nm laser light, as confirmed by Raman spectroscopy and PL.