By using the hybrid physical-chemical vapor deposition (HPCVD) technique, we have fabricated $MgB_2$ thick films on $Al_{2}O_3$ substrates with various impurity layers of Ni, Ti, and SiC. We have found a significant enhancement of the critical current density ($J_c$) for $MgB_2$ films grown on impurity layered substrates, indicating that additional impurity layers were provided as possible pinning sites by chemical doping in $MgB_2$ films. All samples doped by Ni, Ti, and SiC were observed to have high superconducting transition temperatures of 39 - 41 K. The $J_c$ of $MgB_2$ films grown on SiC impurity layered substrates showed three times higher than that of undoped films at high magnetic fields above 1 T.