A simple pathway to grow thin films of N-doped MgO (MgO:N), which has been found experimentally to be a ferromagnetic d0 insulator, is presented. It relies on the catalytic properties of a Mo(001) substrate using growth of Mg in a mixed atmosphere of O2 and N2. Scanning tunneling spectroscopy reveals that the films are insulating and exhibit an N-induced state slightly below the conduction band minimum.