  The structural, magnetic and dielectric properties have been investigated in
3$d$-5$d$ based double perovskite Sr$_2$FeIrO$_6$ thin films deposited by pulse
laser deposition technique. To understand the effect of strain, epitaxial films
are grown with varying thickness as well as on different substrates i.e.,
SrTiO$_3$ (100) and LaAlO$_3$ (100). The films with highest thickness are found
to be more relaxed. Atomic force microscope images indicate all films are of
good quality where grain sizes increase with increase in film thickness. X-ray
absorption spectroscopy measurements indicate a Ir$^{5+}$ charge state in
present films while providing a detailed picture of hybridization between
Fe/Ir-$d$ and O-$p$ orbitals. The bulk antiferromagnetic transition is retained
in films though the transition temperature shifts to higher temperature. Both
dielectric constant ($\epsilon_r$) and loss ($\tan\delta$) show change around
the magnetic ordering temperatures of bulk Sr$_2$FeIrO$_6$ indicating a close
relation between dielectric and magnetic behaviors. A Maxwell-Wagner type
relaxation is found to follow over whole frequency range down to low
temperature in present film. On changing the substrate i.e., LaAlO$_3$ (100),
the $\epsilon_r(T)$ and ($\tan\delta(T)$) show almost similar behavior but
$\epsilon_r$ shows a higher value which is due to an increased strain coming
from high mismatch of lattice parameters.
