GdBa2Cu3O7 − δ (GdBCO) films with different thicknesses from 200 to 2,100 nm are deposited on CeO2/yttria-stabilized zirconia (YSZ)/CeO2-buffered Ni-W substrates by radio-frequency magnetron sputtering. Both the X-ray diffraction and scanning electron microscopy analyses reveal that the a-axis grains appear at the upper layers of the films when the thickness reaches to 1,030 nm. The X-ray photoelectron spectroscopy measurement implies that the oxygen content is insufficient in upper layers beyond 1,030 nm for a thicker film. The Williamson-Hall method is used to observe the variation of film stress with increasing thickness of our films. It is found that the highest residual stresses exist in the thinnest film, while the lowest residual stresses exist in the 1,030-nm-thick film. With further increasing film thickness, the film residual stresses increase again. However, the critical current (Ic) of the GdBCO film first shows a nearly linear increase and then shows a more slowly enhancing to a final stagnation as film thickness increases from 200 to 1,030 nm and then to 2,100 nm. It is concluded that the roughness and stress are not the main reasons which cause the slow or no increase in Ic. Also, the thickness dependency of GdBa2Cu3O7 − δ films on the Ic is attributed to three main factors: a-axis grains, gaps between a-axis grains, and oxygen deficiency for the upper layers of a thick film.