Co$_2$FeSi(100) films with L2$_1$ structure deposited onto MgO(100) were studied exploiting both longitudinal (LMOKE) and quadratic (QMOKE) magneto-optical Kerr effect. The films exhibit a huge QMOKE signal with a maximum contribution of up to 30 mdeg, which is the largest QMOKE signal in reflection that has been measured thus far. This large value is a fingerprint of an exceptionally large spin-orbit coupling of second or higher order. The Co$_2$FeSi(100) films exhibit a rather large coercivity of 350 and 70 Oe for film thicknesses of 22 and 98 nm, respectively. Despite the fact that the films are epitaxial, they do not provide an angular dependence of the anisotropy and the remanence in excess of 1% and 2%, respectively.