We have investigated anomalous RF sputtering in a high magnetic field, and the effects of high magnetic fields on the microstructures and magnetic properties of Fe-Si-O films. Using a specially designed sputtering apparatus whose chamber can be set in a 6 T liquid helium-free superconducting magnet, Fe-Si-O films were successfully deposited in Ar+O2 mixture. Three typical sample appearances, hole-at-center, phase-separation and hybridization were obtained for the Fe-Si-O films prepared in the low oxygen-argon flow ratio (<1.0%), low magnetic field (<1.0 T) regime, indicating that the distribution of plasma is strongly influenced by a magnetic field, resulting in an inhomogeneous spatial distribution of sputtered atoms. In the high oxygen-argon flow ratio (>2.0%), high magnetic field (>2.0 T) regime, strong (110) orientation of Fe3O4 grains and larger remanence and coercivity measured in the direction normal to the film plane appeared in the Fe-Si-O films, indicating that the high magnetic fields not only orient the Fe-Si-O film but also induce remarkable perpendicular magnetic anisotropy during the deposition.