The influence of several experimental ablation/deposition parameters on the pulsed laser deposition on mono-crystalline LiYF4 substrates of Nd3+:LiYF4 thin films with suitable characteristics for their use as active medium in micro-lasers is investigated. The very first realization with the same technique of a Tm3+:LiYF4 thin film on mono-crystalline LiYF4 substrate is reported together with the first spectroscopic analysis of its optical properties.