We report on preliminary studies of low (14 at.%) and high (53at.%) concentration Mn doped MgO films deposited by co-sputtering from metallic Mn and Mg targets. The structural, surface morphologies and magnetic properties of the films of different thickness were studied. All the as grown films are found to be amorphous and film surfaces are found to be flawless and homogeneous. We observe at room temperature robust ferromagnetic loops with a saturation magnetization value that is a function of film thickness reaching a maximum of ∼38.5 emu/cm³ in the Mn_0.53Mg_0.47O film at a thickness of ∼92 nm. In thicker films room-temperature ferromagnetic ordering is suppressed and eventually at a thickness around 120nm the expected diamagnetism of the bulk appears. The origin of ferromagnetism may be attributed to cation defects at the Mg-site.