[en] Ni_51.4Mn_28.3Ga_20.3 thin films deposited on alumina ceramics have been studied by X-ray powder diffraction and dynamic mechanical analysis. Substantial temperature vs. film thickness dependencies of interatomic spacing measured in the direction of the film normal are observed in the range of 25-200 deg. C and 0.1-5 μm, respectively. The coefficient of thermal expansion (CTE) of the film in the paramagnetic cubic phase has been determined to be equal to (15 ± 1) x 10^-6 K^-1 for all the films, in agreement with the CTE of bulk material. The thickness dependent shrinkage of the pseudo-cubic lattice along the film normal direction is attributed to the thermally induced tensile stress in the film plane. The thickness dependence of the elastic modulus of submicron films is obtained. It is shown that the internal stresses result in both the thickness dependence of martensitic transformation temperature and the reversible, thermally induced change in shape of the Ni-Mn-Ga/alumina cantilever actuator