By using an oil-bath furnace growth system and by varying the temperature profile inside the furnace, α-HgI2 polycrystalline films are prepared by physical vapor deposition (PVD). The surface morphology and crystallinity for the as-grown α-HgI2 polycrystalline films are examined by SEM and XRD, and accordingly, the best growth conditions for α-HgI2 polycrystalline films in this system are found. The temperature dependence of band gap deduced from photoconductivity spectra with photon incident to the simple α-HgI2 surface and to the carbon electrode-α-HgI2 surface with different bias directions is measured. In addition, we compare the photoconductivity spectra of α-HgI2 polycrystalline films with that of α-HgI2 single crystals.