The shape memory effect (SME) by magnetic field is interesting and important for physics and application. The Ni₂MnGa films were deposited on a poly-vinyl alcohol (PVA) substrate with a radio-frequency (RF) magnetron sputtering apparatus using Ni₅₂Mn₂₄Ga₂₄ or Ni_52.5Mn₂₂Ga_25.5 target. After separating from the substrate, the films were heat-treated at 1073K for 36ks for homogenization and ordering. They were constrained in a silica tube and heated at 673K for 14.4 and 57.6ks. The two-way SME for each constraint-aged film was confirmed by thermal cycling. The shape change of film under magnetic field was observed at constant temperature between A _s ^∗ and A _f ^∗, or M _s ^∗ and M _f ^∗. Magnetic field was applied parallel to the film surface up to 5T using a super-conductor magnet. These films showed the SME by magnetic field. The strain by magnetic field was dependent on the measurement temperature. At temperatures between M _s ^∗ and M _f ^∗, the strain increased with increasing magnetic field and slightly decreased with decreasing magnetic field. The martensitic transformation was induced by the magnetic field up to 5T, which corresponds to that observed by cooling down to about 4K.