We have investigated the effect of thickness of the MgB2 film on the grain growth direction as well as on their superconducting properties. $MgB_2$ films of various thicknesses were fabricated on c-cut $Al_2O_3$ substrates at a temperature of $540^{circ}C$ by using hybrid physical-chemical vapor deposition (HPCVD) technique. The superconducting transition temperature ($T_c$) was found to increase with increase in the thickness of the $MgB_2$ film. X-ray diffraction analysis revealed that the orientation of grains changed from c-axis to a-axis upon increasing the thickness of the $MgB_2$ film from 0.6 to 2.0 ${mu}m$. $MgB_2$ grains of various orientations were observed in the microstructures of the films examined by scanning electron microscopy. It is observed that at high magnetic fields the 2.0-${mu}m$-thick film exhibit considerably larger critical current density ($J_c$) as compared to 0.6-${mu}m$-thick film. The results are discussed in terms of an intrinsic-pinning in $MgB_2$ similarly as intrinsic-pinning occurring in high-Tc cuprate superconductors with layered structure.