In-situ epitaxial growth of FeSe$_{0.5}$Te$_{0.5}$ thin films is demonstrated on a non-oxide substrate CaF$_2$. Structural analysis reveals that compressive stress is moderately added to 36-nm thick FeSe$_{0.5}$Te$_{0.5}$, which pushes up the critical temperature above 15 K, showing higher values than that of bulk crystals. Critical current density at $T$ = 4.5 K reaches 5.9 x 10$^4$ Acm$^{-2}$ at $mu_0H$ = 10 T, and 4.2 x 10$^4$ Acm$^{-2}$ at $mu_0H$ = 14 T. These results indicate that fluoride substrates have high potential for the growth of iron-based superconductors in comparison with popular oxide substrates.