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In this work, we investigate the effect of anti-site disorder on the half-metallic properties of a Mn₂FeAl Heusler alloy thin film. The film was grown on TiN-buffered MgO 001 substrates via magnetron sputtering. A detailed structural characterization using x-ray diffraction (XRD) and anomalous XRD showed that the film crystallizes in the partially disordered L2₁ B structure with 33% disorder between the Mn(B) and Al(D) sites. We measure a positive anisotropic magnetoresistance in the film, which is an indication of non-half metallic behaviour. Our x-ray magnetic circular dichroism sum rules analysis shows that Mn carries the magnetic moment in the film, with a positive Fe moment. Experimentally determined moments correspond most closely with those found by density functional calculated for the L2₁ B structure with Mn(B) and Al(D) site disorder, matching the experimental structural analysis. We thus attribute the deviation from half-metallic behaviour to the formation of the L2₁ B structure. To realize a half-metallic Mn₂FeAl film it is important that the inverse Heusler XA structure is stabilized with minimal anti-site atomic disorder.