An FePd/MgO/FePd tri-layer film is prepared on an SrTiO₃(001) single-crystal substrate by employing a two-step method consisting of sputter deposition at 400 ℃ followed by annealing at 600 ℃. An L1₀-FePd(001)single-crystal lower layer with the c-axis perpendicular to the substrate surface is obtained on the SrTiO₃ substrate. An MgO(001) single-crystal layer is formed on the FePd lower layer. An FePd upper layer epitaxially grows on the MgO interlayer. The upper layer consists of L1₀(001) crystal involving a small volume of L1₀(100) crystal with the c-axis parallel to the substrate surface. The order degrees of L1₀(001) crystals in the FePd lower and the upper layersare 0.67 and 0.65, respectively. A very flat surface is realized for the tri-layer film. The tri-layer film shows a perpendicular magnetic anisotropy reflecting the magnetocrystalline anisotropy of L1₀(001) crystal. A formation of fully epitaxial L1₀-FePd/MgO/L1₀-FePd tri-layer film with a perpendicular magnetic anisotropy is demonstrated.