Ni–Mn–Ga thin films exhibiting a martensitic transformation (MT) overlapping with the Curie temperature have been sputter-deposited onto heated Si/SiNx substrates. The films had a partially oriented polycrystalline structure and the tetragonal 10 M-martensitic phase undergoing a reverse MT into cubic austenite between 57 and 156°C. The MT was studied with structural, substrate curvature, magnetic and resistivity methods. The substrate imposed residual stress which changes the sign of the transformation volume strain across MT. The role of the magnetocrystalline anisotropy and its impact on magnetic properties are interpreted in terms of film texture and film stiffness.