10 nm and 50 nm Co$_{2}$FeAl (CFA) thin films have been deposited on MgO(001) and Si(001) substrates by magnetron sputtering and annealed at different temperatures. X-rays diffraction revealed polycrystalline or epitaxial growth (according to the relation CFA(001)[110]//MgO(001)[100] epitaxial relation), respectively for CFA films grown on a Si and on a MgO substrate. For these later, the chemical order varies from the A2 phase to the B2 phase when increasing the annealing temperature (Ta) while only the A2 disorder type has been observed for CFA grown on Si. Microstrip ferromagnetic resonance (MS-FMR) measurements revealed that the in-plane anisotropy results from the superposition of a uniaxial and of a fourfold symmetry term for CFA grown on MgO substrates. This fourfold anisotropy, which disappears completely for samples grown on Si, is in accord with the crystal structure of the samples. The fourfold anisotropy field decreases when increasing Ta while the uniaxial anisotropy field is nearly unaffected by Ta within the investigated range. The MS-FMR data also allow for concluding that the gyromagnetic factor remains constant and that the exchange stiffness constant increases with $T_{a}$. Finally, the FMR linewidth decreases when increasing Ta, due to the enhancement of the chemical order. We derive a very low intrinsic damping parameter (1.3*10^-3 and 1.1*10^-3 for films of 50 nm thickness annealed at 615 {deg}C grown on MgO and on Si, respectively).