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Thermal evaporation is used to deposit thin films of CuZnAl on silicon substrates. For this purpose, a CuZnAl shape memory alloy is used as evaporation source. The chemical composition and the phases present in the films are evaluated at two different deposition rates: 7 and 0.2 Å/s. The thin films are heat treated to promote the diffusion of the elements and characterized by X-ray Diffraction, Energy Dispersive X-ray Spectroscopy and Scanning Transmission Electron Microscopy (STEM). It is shown that the chemical composition of the thin films is significantly different to that of the CuZnAl alloy used as evaporation source. Moreover, the films produced at 7 Å/s show a significant loss of Zn, contrary to the results obtained using a deposition rate of 0.2 Å/s. It is also observed that the composition varies across the thickness of the film, suggesting that the various alloying elements are evaporated at different rates during the deposition process. Finally the predominant phases present in the films belong to the AlxCuy family.