Thermoreflectance spectroscopy (TR) has been used to analyze Cd1−xFexTe thin films grown by radio-frequency sputtering on glass substrates. Films with different Fe concentration x in the range 0.05≤x≤0.15 were grown under the same conditions of substrate temperature and Ar pressure. To follow the growth of the ternary CdFeTe compound, the evolution of the E0 point in the spectrum was monitored for different films. Compared to a CdTe film grown under the same conditions, the CdFeTe films show a shift in the spectrum of the E0 point to higher energies for x=0.05, 0.10, and 0.15. Besides, both CdTe and CdFeTe films show evidence of the presence of a band of localized states below the band gap, probably related to the growth mechanism. For an x value of 0.10, the TR spectrum shows a line shape related to the presence of an extra transition that we have interpreted as due to additional levels arising from the Fe 3d orbitals.