In this letter, the analysis of the magnetocaloric effect (MCE) in a thin film of Ni–Mn–Ga alloy sputter deposited on alumina substrate is reported. This film has 0.4 μm thickness and exhibits merged martensitic and ferromagnetic transitions. The temperature dependence of the dc magnetization under different constant applied magnetic fields has been measured. The calculated MCE effect under applied magnetic fields up to 60 kOe shows the feasibility of these materials to be implemented in refrigeration system for functional microsystems. In addition, the shift of the martensitic transformation temperature, as a function of the applied magnetic field, has been determined.