Co2FeSi thin films were deposited on GaAs (100), MgO (001) and Si (111) substrates using ultra high vacuum DC magnetron sputtering by varying the substrate temperature. Structural and magnetic properties were examined for all the films. The results showed that at higher value of substrate temperature exhibits L2(1) ordering of Co2FeSi. Re-entrant ferromagnetism and spin glass behavior was observed for Co2FeSi/Si and Co2FeSi/GaAs. From the overall temperature dependent magnetic measurements, the Co2FeSi/MgO exhibit good thermal stability, high saturation magnetization and low coercivity.