Blue emitting CaWO$_4$ thin films were deposited by rf magnetron sputtering. The effect of sputtering parameters and annealing conditions on the luminescent properties were investigated. Structural and stoichiometric properties of thin films were affected by $O_2$/Ar gas ratio and substrate temperature. Post-annealing caused the phosphor thin films to emit improved luminescent properties. The atomic composition of films might depend on annealing atmosphere, which resulted in the changes of luminescent properties. Blue-green emission that was due to oxygen vacancies was observed. However, by controlling oxygen defects, only blue emission could be obtained.