The present study grows a series of Fe3-xMgxO4 (0≦x≦1.5) films and systematically measure both structure and magnetization of these films. These films are grown on MgO and SrTiO3 (STO), which have small (∼-0.3%) and large (∼7.5%) lattice mismatch in order to have either strained or relaxed films, by plasma-oxygen-assisted molecular beam epitaxy, respectively. X-ray diffraction (XRD) is carried out to analyze the crystalline structure. Saturation magnetization (Ms) of pure Fe3O4 (x=0) on both substrates is ∼500 emu/cm3, which is consistent with the bulk value. However, Ms has a fast decrease with increasing x for the films grown on MgO(001), from 340 to ∼100 emu/cm3 in the region of 0.3≪x≪1.35, and stays at ∼100 emu/cm3 for x≫1.35. On the other hand, Ms remains unchanged with x increasing from 0.3 to 1 for the film grown on STO. With x≫1, Ms drops abruptly to ∼100 emu/cm3, which is comparable to Ms of the film grown on MgO. The discrepancy in Ms of Fe3-xMgxO4 film grown on MgO and STO may imply that the cation distribution of these films may be fundamentally different. Possible cation distribution and the substrate strain effect will be discussed.