Thin films of 0.65PMN-0.35PT PMN=Pb (Mg1/3Nb2/3)O3 and PT=PbTiO3 with a thickness about 250 nm were prepared on LaNiO3/SiO2/Si substrates by radio frequency magnetron sputtering. The films were annealed using high pressure annealing (HPA) technique in oxygen atmosphere. Effect of HPA on the crystal structure, morphology and electrical properties of the films was studied. XRD patterns of the films indicated that PMN-PT films treated by HPA in oxygen atmosphere (annealing temperature 400℃) showed a pure perovskite phase, with highly (100) preferred orientation. The strong and sharp diffraction peak showed the better crystallization of PMN-PT thin films after HPA. SEM observations showed that a rod or bubble morphology was present on the films surface. Ferroelectric properties tests showed that the PMN-PT film annealed in oxygen atmosphere at a pressure of 4 MPa, and annealing time of 4 h had good ferroelectric properties, in which the remanent polarization (Pr) could reach 10.544 uC/cm2. The shape of electric hysteresis was better, but the leakage current was too large, which may be due to the microstructure of the films. Meanwhile, the dielectric tests indicated that PMN-PT thin films could show very good dielectric properties, and the dielectric constant (r) could reach 913, and dielectric loss (tg) was very small, only 0.065.