In this work, using a conventional magnetron sputtering system, Al-doped ZnO (AZO) films with (110) and (0002) preferential orientations were grown on r-sapphire and a-sapphire substrates, respectively. The effect of substrate and deposition temperature on the growth of AZO films and their preferential orientations were investigated. The crystallographic characteristics of AZO films were characterized by X-ray diffraction (XRD). The surface morphology of AZO films was studied by scanning electron microscopy (SEM) and atomic force microscopy (AFM). It is found that the lattice mismatch between AZO and substrate determines the growth of AZO films and their preferential orientations. The thermoelectric properties are strongly dependent on the crystal grain shape and the grain boundaries induced by the preferred orientation. The highly connected and elongated grains lead to high thermoelectric properties. The in-plane anisotropy performances of thermoelectric characteristics were found in the (110) preferential oriented ZnO films. The in-plane power factor of the (110) preferential oriented ZnO films in the [0001] direction was more than 1.5 × 10⁻³ W m⁻¹ K⁻² at 573 K, which is larger than that of the (0002) preferential oriented ZnO films.