Thin film of Ni50Mn35In15 Heusler alloy was prepared on MgO(001) substrate by epitaxial growth in an ultra-high vacuum (UHV) chamber by a Pulsed Laser Deposition (PLD) method. The epitaxial growth process was monitored by in situ reflection high energy electron diffraction (RHEED) and the structure of the film was checked by ex situ X-ray diffraction (XRD), which indicates that high quality Ni50Mn35In15 single crystal film with a face-centered-cubic (fcc) structure could be stabilized on MgO(001). Magnetic property measurement was also conducted at various temperatures by using physical property measurement system (PPMS). A significant exchange bias was observed for Ni50Mn35In15 film, and the strength of the exchange bias field (HEB ) increases with the decrease of temperature. Such a behavior can be ascribed to the fact that the interfacial spin interaction between ferromagnetic (FM) and antiferromagnetic (AFM) cluster is enhanced with the decrease of temperature.