Using magneto-optical imaging the phenomenon of dendritic flux penetration in superconducting films was studied. Flux dendrites were abruptly formed in a 300 nm thick film of MgB2 by applying a perpendicular magnetic field. Detailed measurements of flux density distributions show that there exists a local threshold field controlling the nucleation and termination of the dendritic growth. At 4 K the local threshold field is close to 12 mT in this sample, where the critical current density is 10 7 A/cm 2 . The dendritic instability in thin films is believed to be of thermo-magnetic origin, but the existence of a local threshold field, and its small value are features that distinctly contrast the thermo-magnetic instability (flux jumps) in bulk superconductors.