Lead magnesium niobate–lead titanate [Pb(Mg1/3Nb2/3)O3 (PMN)–PbTiO3 (PT)] films were synthesized using pulsed laser deposition, and the effect of substrates on the deposition behavior of the PMN–PT film was investigated. Phase evolution of PMN–PT thin films was found to depend significantly on the type of the substrate used during deposition. Though a mixture of pyrochlore and perovskite was observed when films were deposited on a Pt/TiO2/SiO2/Si substrate, the oxide substrates, such as (Ba0.5Sr0.5)RuO3/Si, SrTiO3, and LaAlO3, enabled the deposition of pure perovskite. Scanning Auger microprobe, transmission electron microscope, and x-ray diffraction analysis showed that an interfacial layer between the substrates and the oxide film was central to the phase evolution behavior. On the Pt/TiO2/SiO2/Si substrate, an interfacial layer of lead–platinum (Pb–Pt) played a major role in the formation of the pyrochlore phase. However, on oxide substrates, there was no interfacial layer and interdiffusion of A-site cations was observed between the PMN film and the oxide electrodes.