Thermoelectric materials have gained much attention in recent years due to their ability to directly interconvert electrical and thermal energy via the Seebeck/Peltier effect. This can be used to convert waste heat back into usable electrical energy, making thermoelectrics very interesting materials in a world with increasing demand for renewable and efficient utilisation of energy. The efficiency of this process is generally dependent on three parameters - the thermopower S, the electrical conductivity σ and the thermal conductivity λ - which are represented together in the dimensionless Figure of Merit ZT. In 2019, Hinterleitner et al. managed to produce magnetron sputtered thin films of bcc-Fe2V0.8W0.2Al with an exceptionally high Seebeck coefficient, Power Factor and Figure of Merit, but the samples needed to be heat-treated for one week to crystallize from their initially amorphous state. In this work, we present Fe2VAl-based full-Heusler thin films retaining their crystallinity during sputter deposition. By tuning deposition temperature, bias potential and pulse on-time we managed to fabricate films in a W-type bcc-structure on silicon and austenite substrates. These films were analysed using XRD, EDX, electron microscopy and by measurement of transport data (electrical resistivity, Seebeck coefficient). Thermal conductivity of the films was derived from measurements of thermoreflectance and specific heat capacity. XRD- and EDX-measurements confirm that the fabricated films are indeed crystalline Heusler-phases with full W-type disorder. Thermoreflectance and heat capacity measurements suggest a low thermal conductivity which, paired with the high Seebeck coefficient of the films, in turn means a high intrinsic thermoelectric Figure of Merit. Working with sputter targets pressed from intermetallic powders as well as fine-tuning the deposition parameters provides a way to deposit Fe2VAl-based full-Heusler films with high ZT values without the need to anneal the films after deposition.