Co2FeAl (CFA) thin films with thickness varying from 10 nm to 115 nm have been deposited on MgO(001) substrates by magnetron sputtering and then capped by Ta or Cr layer. X-rays diffraction (XRD) revealed that the cubic $[001]$ CFA axis is normal to the substrate and that all the CFA films exhibit full epitaxial growth. The chemical order varies from the $B2$ phase to the $A2$ phase when decreasing the thickness. Magneto-optical Kerr effect (MOKE) and vibrating sample magnetometer measurements show that, depending on the field orientation, one or two-step switchings occur. Moreover, the films present a quadratic MOKE signal increasing with the CFA thickness, due to the increasing chemical order. Ferromagnetic resonance, MOKE transverse bias initial inverse susceptibility and torque (TBIIST) measurements reveal that the in-plane anisotropy results from the superposition of a uniaxial and of a fourfold symmetry term. The fourfold anisotropy is in accord with the crystal structure of the samples and is correlated to the biaxial strain and to the chemical order present in the films. In addition, a large negative perpendicular uniaxial anisotropy is observed. Frequency and angular dependences of the FMR linewidth show two magnon scattering and mosaicity contributions, which depend on the CFA thickness. A Gilbert damping coefficient as low as 0.0011 is found.
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