The superconducting film of (Li1-xFex)OHFeSe is reported for the first time. The thin film exhibits a small in-plane crystal mosaic of 0.22 deg, in terms of the FWHM (full-width-at-half-maximum) of x-ray rocking curve, and an excellent out-of-plane orientation by x-ray phi-scan. Its bulk superconducting transition temperature (Tc) of 42.4 K is characterized by both zero electrical resistance and diamagnetization measurements. The upper critical field (Hc2) is estimated to be 79.5 T and 443 T, respectively, for the magnetic field perpendicular and parallel to the ab plane. Moreover, a large critical current density (Jc) of a value over 0.5 MA/cm2 is achieved at ~20 K. Such a (Li1-xFex)OHFeSe film is therefore not only important to the fundamental research for understanding the high-Tc mechanism, but also promising in the field of high-Tc superconductivity application, especially in high-performance electronic devices and large scientific facilities such as superconducting accelerator.