Robust ferromagnetic ordering at, and well above room temperature is observed in pure transparent MgO thin films ($<170\text{nm}$ thick) deposited by three different techniques. Careful study of the wide scan x-ray photoelectron spectroscopy rule out the possible presence of any magnetic contaminants. In the magnetron sputtered films, we observe magnetic phase transitions as a function of film thickness. The maximum saturation magnetization of $5.7\text{emu}/{\text{cm}}^3$ is measured on a 170 nm thick film. The films above 500 nm are found to be diamagnetic. Ab initio calculations suggest that the ferromagnetism is mediated by cation vacancies.