A steam ejector refrigeration system with a movable primary nozzle was developed in order to determine the nozzle exit position (NXP) effect on the coefficient of performance (COP). Experimental results show that there exists an optimum NXP for the ejector system investigated herein. The effects of the operating temperature, diffuser size, nozzle throat diameter, and mixing chamber configuration on the COP and critical back pressure were investigated experimentally. It is found that the critical back pressure and COP can be increased by increasing the low temperature evaporator (LTE) temperature and pressure. Although an increase of the high temperature evaporator (HTE) temperature can increase the critical condenser pressure, the system COP does not increase as the HTE temperature increases. The diffuser size significantly affects the critical back pressure but had almost no effect on the system COP. A finned mixing chamber was tested at NXP = 0 mm and NXP = 36 mm. Compared with the regular mixing chamber, the finned mixing chamber can increase the critical back pressure.