  We report the deposition of thin Co$_2$FeSi films by RF magnetron sputtering.
Epitaxial (100)-oriented and L2$_1$ ordered growth is observed for films grown
on MgO(100) substrates. (110)-oriented films on Al$_2$O$_3$(110) show several
epitaxial domains in the film plane. Investigation of the magnetic properties
reveals a saturation magnetization of 5.0 $mu_B/f.u.$ at low temperatures. The
temperature dependence of the resistivity $rho_{xx}(T)$ exhibits a crossover
from a T^3.5 law at T<50K to a T^1.65 behaviour at elevated temperatures.
$rho_{xx}(H)$ shows a small anisotropic magnetoresistive effect. A weak
dependence of the normal Hall effect on the external magnetic field indicates
the compensation of electron and hole like contributions at the Fermi surface.
