The results of laser damage studies performed at 248 nm (KrF excimer laser) on MgF2 thin films deposited by different techniques (electron-beam evaporation, thermal boat evaporation, and ion-beam sputtering) on fused silica and CaF2 substrates are presented. We find that the films deposited on CaF2 substrates by the electron-beam evaporation technique present the highest damage threshold fluence (9 J/cm(2)). The photoacoustic (PA) beam deflection technique was employed, in addition to microscopical inspection, to determine laser damage fluences. We confirm, by scanning electron microscopy analysis of the damaged spots, the capability of the PA technique to provide information on the mechanisms leading to damage. The dependence of both laser damage fluence and damage morphology on the film deposition technique, as well as on the film substrate, is discussed.