In the present work thin films of off-stoichiometric Ni-Mn-Al thin films have been successfully deposited on Si substrates. The films have been deposited by DC/RF magnetron sputtering by co-sputtering of the targets of Ni, Mn and Al. The films have been studied for their structural and magnetic properties. Nanoindentation has also been done for film hardness and resistant to crack properties. It has been observed that Martensitic transformation occurs in the film exhibiting large thickness (1.5 mu m). All the films exhibit exchange bias at lowtemperature with the exchange bias field depending strongly on the thickness of the film. ac susceptibility result shows the existence of spin glass state at low temperature. The exchange bias appearing in the sample may be associated with the interface containing spin glass SG/FM phase. The appearance of exchange bias in all the samples shows that in Ni-Mn-Al system, exchange bias is independent of the occurrence of martensitic transition in the system. The existence of mixed phase (L2(1) and B-2) is an intrinsic property of Ni-Mn-Al system and the formation of L2(1) phase can be controlled by using different deposition and annealing parameters. In this respect, exchange bias properties of Ni-Mn-Al may be tuned by controlling the formation of ferromagnetic L2(1) phase. Nanoindentation results reveal that the film exhibits high hardness (H) similar to 21 GPa and is resistant to scratch.