The perpendicular magnetization of Co2FeAl (CFA) full-Heusler alloy films was achieved in the structures of CFA/MgO and MgO/CFA with the perpendicular magnetic anisotropy energy density (K-U) of 2-3 x 10(6) erg/cm(3), which can be used as the perpendicular ferromagnetic electrodes of MgO-based magnetic tunnel junctions (MTJs) with high thermal stability at sub-50-nm dimension. The CFA thickness dependence of K-U was investigated at different annealing temperatures, indicating that the perpendicular anisotropy of CFA is contributed by the interfacial anisotropy between CFA and MgO. This letter will open up a way for obtaining perpendicular magnetization of Co-based full-Heusler alloys, which is promising for further reduction in the critical current of current induced magnetization switching in MgO-based MTJ nanopillars with perpendicular full-Heusler alloy electrodes. (C) 2011 American Institute of Physics. [doi:10.1063/1.3600645]