La(Fe,Si)13–based compounds are considered to be very promising magnetocaloric materials for magnetic refrigeration applications. Many studies have focused on this material family but only in bulk form. In this paper we report on the fabrication of thick films of La(Fe,Si)13, both with and without post-hydriding. These films exhibit magnetic and structural properties comparable to bulk materials. We also observe that the ferromagnetic phase transition has a negative thermal hysteresis, a phenomenon not previously found in this material but which may have its origins in the availability of a strain energy reservoir, as in the cases of other materials in which negative thermal hysteresis has been found. Here, it appears that the substrate acts to store strain energy. Our exploratory study demonstrates the viability of thick films of the La(Fe,Si)13 phase and motivates further work in the area while showing that additional perspectives can be gained from reducing the dimensionality of magnetocaloric materials in which the magneto-volume effect is large.