Tungsten trioxide, synthetized as nanoparticles (NPs), then shaped as thin or thick films, has attracted considerable attention as a typical electrochromic material. Herein, the synthesis of WO3 nanoparticles by the polyol process followed or not by heat-treatments under air or argon, has allowed us to compare the electrochromic activity of powders with different morphologies and oxygen-deficiencies. Only the finest particles associated with pseudo-cubic structure due to a large oxygen-deficiency - on the contrary to the larger particles with standard monoclinic structure and W/O stoichiometric ratio - lead to films showing intense electrochromic color change from a whitish (bleached state) to a dark blue (colored state). Additionally, the as-prepared films exhibit quite fast electrochromic performance and satisfying cycling stability. The sub-stoichiometric nanoparticles prepared from polyol synthesis are of great potential for electrochromic applications.