In this work, we have studied the microstructures, nanodomains, polarization preservation behaviors, and electrical properties of BiFe0.95Mn0.05O3 (BFMO) multiferroic thin films, which have been epitaxially created on the substrates of SrRuO3, SrTiO3, and TiN-buffered (001)-oriented Si at different oxygen pressures via piezoresponse force microscopy and conductive atomic force microscopy. We found that the pure phase state, inhomogeneous piezoresponse force microscopy (PFM) response, low leakage current with unidirectional diode-like properties, and orientation-dependent polarization reversal properties were found in BFMO thin films deposited at low oxygen pressure. Meanwhile, these films under high oxygen pressures resulted in impurities in the secondary phase in BFMO films, which caused a greater leakage that hindered the polarization preservation capability. Thus, this shows the important impact of the oxygen pressure on modulating the physical effects of BFMO films.