Thin films of samarium-oxide-doped (20 mol%) ceria (SDC) are grown by pulsed-laser deposition (PLD) on (001) MgO single-crystal substrates. SrTiO3 (STO) prepared by PLD is used as a buffer layer on the MgO substrates to enable epitaxial growth of the fluorite-structured SDC film; the STO layer provides a proper crystalline match between SDC and MgO, resulting in highly crystalline, epitaxial SDC films grown in the (001) orientation. Film conductivity is evaluated by electrochemical impedance spectroscopy measurements, which are performed at various temperatures (400–775 °C) in a wide range of oxygen partial pressure (pO2) values (10−25−1 atm) in order to separate ionic and electronic conductivity contributions. At 700 °C, SDC/STO films on (100) MgO exhibit a dominant ionic conductivity of about 7 × 10−2 S cm−1, down to pO2 values of about 10−15 atm. The absence of grain boundaries make the SDC/STO/MgO heterostructures stable to oxidation-reduction cycles at high temperatures, in contrast to that observed for the more disordered SDC/STO films, which degraded after hydrogen exposure.