Multilayered superlattice films composed of half-metallic full-Heusler Co2MnSi (CMS) alloy and Pd films were fabricated on single crystal MgO substrates with different crystal orientation to evaluate the relationship between magnetic anisotropy of the superlattice films and crystal orientation of MgO substrates. [CMS(0.6 nm)/Pd(2 nm)]6 superlattice films prepared on MgO(100), (110), and (111) substrates showed in-plane, isotropic, and perpendicular magnetic anisotropy, respectively.