Perpendicular magnetic anisotropy of sputtered Gd-Fe thin films has been investigated by means of X-ray diffraction, energy-dispersive X-ray spectroscopy, conversion electron MOssbauer spectra and magnetisation. The results show that the as-deposited film is already formed in a nanocrystalline state with a perpendicular magnetic anisotropy. The hyperfine field distribution implies a coexistence of two magnetic phases with respective average<B_hf>value of 31 T and 18 T. The high hyperfine field phase corresponds to Fe-rich nanoparticle and the low hyperfine field one is related to an amorphous Gd-Fe state. As the annealing temperature is increased, the separation of these two phases becomes more evident. The Fe-spin orientation and the perpendicular magnetic anisotropy constant (K_⊥) have been estimated. For the as-deposited film, K_⊥equals to 8.5×10⁴J/m³. It is enhanced as the temperature is decreased and annealing temperature is increased. The observed perpendicular anisotropy has been attributed to the surface contribution.