Fe thin films were prepared on MgO(100), MgO(110), and MgO(111) substrates by UHV-MBE. The film growth structure and the magnetic properties were investigated. In-situ RHEED observation showed that epitaxial Fe thin film with the (100)bcc, (211)bcc, and (110)bcc planes parallel to the substrate surface grew on respective MgO substrates at elevated temperatures. The Fe(100)bcc film formed on MgO(100) is a single crystal, while the Fe(211)bcc films on MgO(110) consists of two domains with a twin relationship. The Fe(110)bcc film on MgO(111) consists of two types of sub-domains with Nishiyama-Wasserman and Kurdjumov-Sachs epitaxial orientation relationships. A 0.3%-0.5% reduction of the lattice spacing perpendicular to the substrate surface was observed by X-ray diffraction for Fe thin films prepared at a substrate temperature of 200°C. This reduction decreases with increasing the substrate temperature for the MgO(100) and (111) substrates. The in-plane magnetic anisotropy measured for three epitaxial films reflects the magneto-crystalline anisotropy of bulk Fe crystal.