Al doped ZnO films of different thickness have been prepared on glass substrates by dc magnetron sputtering, these films were annealed in different atmosphere . The crystal structures were analyzed by x-ray diffraction (XRD), and the magnetic properties were measured by a Physical Properties Measurement System (PPMS) with the magnetic field paralleled to the films plane. The results indicate that with increase of the thickness, the crystallinity of the thin films gets better and the crystallites of the Al doped ZnO thin films increase gradually, whereas the internal stresses decreased. The results show the films annealed in air shows obvious room temperature ferromagnetism. With the increase of the film thickness the saturation magnetization is enhanced, and the coercivity is weakened.