Two series of Ni-Mn-Ga thin films with two different compositions and various thicknesses in the submicron range are investigated with respect to their structural and magnetic properties. The films are fabricated by sputter deposition on alumina substrates and subsequent heat treatment. The martensitic transformation occurs well above room temperature showing a small thermal hysteresis width of about 6 K. The magnetic properties turn out to be thickness-dependent in the submicron range. In particular, in-plane magnetic susceptibilities increase and critical field strengths for onset of saturation decrease for decreasing thickness down to 0.1 μm by factors of 3-5 depending on the chemical composition. The Curie temperature TC decreases by about 25 K for samples with Tc higher than the martensitic transformation.