The epitaxial 200-nm-thick FeV2O4(110) films on (110)-oriented SrTiO3, LaAlO3 and MgAl2O4 substrates were fabricated for the first time by pulsed laser deposition, and the structural, magnetic, and magnetoresistance anisotropy were investigated systematically. All the films are monoclinic, whereas its bulk is cubic. Compared to FeV2O4 single crystals, films on SrTiO3 and MgAl2O4 are strongly compressively strained in [001] direction, while slightly tensily strained along normal [110] and in-plane [11¯0] directions. In contrast, films on LaAlO3 are only slightly distorted from cubic. The magnetic hard axis is in <001> direction, while the easier axis is along normal [110] direction for films on SrTiO3 and MgAl2O4, and in-plane [11¯0] direction for films on LaAlO3. Magnetoresistance anisotropy follows the magnetization. The magnetic anisotropy is dominated by the magnetocrystalline energy, and tuned by the magneto-elastic coupling.