In this study, Co40Fe40B10Dy10 thin films were deposited using a direct current (DC) magnetron sputtering technique. The films were deposited on glass substrates with thicknesses of 10, 20, 30, 40, and 50 nm, and heat-treated in a vacuum annealing furnace at 100, 200, and 300 °C. Various instruments were used to examine and analyze the effects of roughness on the magnetic, adhesive, and mechanical properties. From the low frequency alternating current magnetic susceptibility (χac) results, the optimum resonance frequency is 50 Hz, and the maximum χac value tends to increase with the increase in the thicknesses and annealing temperatures. The maximum χac value is 0.18 at a film thickness of 50 nm and an annealing temperature of 300 °C. From the four-point probe, it is found that the resistivity and sheet resistance values decrease with the increase in film deposition thicknesses and higher annealing temperatures. From the magnetic force microscopy (MFM), the stripe-like magnetic domain distribution is more obvious with the increase in annealing temperature. According to the contact angle data, at the same annealing temperature, the contact angle decreases as the thickness increases due to changes in surface morphology. The maximal surface energy value at 300 °C is 34.71 mJ/mm2. The transmittance decreases with increasing film thickness, while the absorption intensity is inversely proportional to the transmittance, implying that the thickness effect suppresses the photon signal. Smoother roughness has less domain pinning, more carrier conductivity, and less light scattering, resulting in superior magnetic, electrical, adhesive, and optical performance.