High-quality epitaxial GdxY1-xCa4O(BO3)(3) thin films were successfully fabricated on atomically flat GdCa4O(BO3)(3) (0 1 0) single crystal substrates by laser molecular beam epitaxy from a sintered GdxY1-xCa4O(BO3)(3) (x = 0.28) target. It was found that the film surface morphology strongly depends on the substrate temperature and the laser repetition rate. The film crystallinity was highly dependent of substrate materials. Second-harmonic generation (SHG) was observed on the epitaxial GdxY1-xCa4O(BO3)(3) films grown on GdCa4O(BO3)(3) (0 1 0) substrates.