The Ni-Mn-Fe-Ga shape memory alloy thin film was deposited onto silicon substrates by using radio-frequency (R.F.) magnetron sputtering technique. Chemical composition, surface morphology and crystallographic structure were systematically investigated by means of X-ray fluorescence (XRF), atomic force microscope (AFM) and X-ray diffraction (XRD). The experimental results show that the magnetron sputtering process has remarkable influence on the chemical compositions and surface characteristics of Ni-Mn-Fe-Ga alloy thin films. As the sputtering power ranging between 245W and 405W, Ni content of the thin films decreases with the sputtering power increasing, whereas Mn and Fe contents increase with increasing the sputtering power and Ga content almost keep a constant. The surface roughness and the average particle size of thin films increase with the increase of Ar working pressure and sputtering power. The film deposited at room temperature has a cubic L21 structure.