Thin films of lithium-zinc ferrite have been grown by pulsed laser deposition techniques under varying oxygen partial pressures. X-ray diffraction measurements showed the films grew epitaxially onto the (001) MgO substrates. Films grown at lower oxygen pressures displayed cubic anisotropy with parameters close to bulk values, with the film grown at the lowest pressure having the highest saturation magnetization and the narrowest ferromagnetic resonance linewidth. The film grown at the highest pressure displayed in-plane uniaxial anisotropy and a relatively low magnetization.