  We report on perpendicular magnetic anisotropy (PMA) in a Pt/Co2FeAl/MgO
sandwiched structure with a thick Co2FeAl layer of 2-2.5 nm. The PMA is
thermally stable that the anisotropy energy density Ku is 1.3{\times}106
erg/cm3 for the structure with 2 nm Co2FeAl after annealing at 350 oC. The
thicknesses of Co2FeAl and MgO layers greatly affect the PMA. Our results
provide an effective way to realize relative thick perpendicularly magnetized
Heusler alloy films.
