Delafossite type Mg doped CuFeO2 thin films have been deposited on fused silica by radio-frequency magnetron sputtering. As-deposited 300 nm thick films have been obtained and post-annealed between 350 and 750 °C under primary vacuum. The delafossite structure appears for the samples annealed above 550 °C. The microstructural analysis showed the presence of cracks and an inhomogeneous distribution of the dopant in the thickness. Only the sample annealed at 700 °C showed CuFeO2 stable phases, lower impurities amount, a high and constant Seebeck coefficient (+416 ±3 μV K−1) and good electrical conductivity (1.08 S cm−1 at 25 °C). High accuracy temperature sensors based on the Seebeck effect not only need high Seebeck coefficient without any drift with the temperature, but also a sufficient electrical conductivity and high phase stability. Thanks to its properties and also its low thermal conductivity (4.8 ±0.6 W m−1K−1 at 25 °C) due to the thin film configuration and the polaronic transport, the Mg doped CuFeO2 thin film annealed at 700 °C was found to be a very good p-type material for high accuracy miniaturized temperature measurement sensors based on the Seebeck effect in the medium temperature range.