We have investigated the microstructure and the magnetic properties of Sr2FeMoO6 thin films deposited on (0 0 1)-SrTiO3 substrates by pulsed laser deposition. We have checked the influence of oxygen pressure on the roughness and the resistivity of the films. We found a narrow range of pressure (similar to 5 x 10(-6) Torr) leading to conductive films. Fixing the oxygen pressure at this value, we have performed a structural analysis for two characteristic samples grown at different temperatures. We have revealed the nucleation of iron-rich parasitic phases, the content of which depends on the growth temperature. The role of these Fe-rich inclusions on the electrical and magnetic properties of the SrFeMoO6 films is also discussed. (C) 2002 Elsevier Science B.V. All rights reserved.