We have prepared high-quality epitaxial films of SrFeO₃ by the pulsed laser deposition and a subsequent ozone oxidation. Mossbauer spectroscopy and resistance measurements revealed the good oxygen stoichiometry of the films. The resistivity of 500 Å-thick SrFeO₃(001) film grown on the LSAT(001) substrate was by a factor of 4 lower than that of polycrystalline sample treated under high oxygen pressure of 500 atm. A positive sign of the Hall coefficient in the paramagnetic temperature range strongly supports the picture that the conduction carriers are oxygen holes. The temperature dependence of the resistivity showed a change of the curvature at around 110K, corresponding to the phase transition from the paramagnetic state to the screw-spin type antiferromagnetic one.