The thickness dependence of magnetic properties was experimentally investigated in nanocrystalline Fe-Hf-N thin films fabricated by a RF magnetron sputtering method. In order to investigate the thickness effect on their magnetic properties, the films are prepared with different thickness ranges from 90 nm to 330 nm. It was revealed that the coercivity of the thin film increased with film thickness. On the contrary, the saturation magnetization decreased with film thickness. On the basis of the SEM and TEM, an amorphous phase forms during initial growth stage and it changes to crystalline structure after heat treatment at $550^{circ}C$. Nanocrystalline Fe-Hf-N particles are also generated.