We have fabricated c-axis-oriented Sr2CoO4-δ thin films under relatively low oxygen pressure by the pulsed laser deposition method (PLD) on LaAlO3 substrates. X-ray diffraction and high-pressure reflection high energy electron diffraction (RHEED) demonstrate that the films were well deposited. There exist two different characteristic temperatures, Tf and Ta, in the ZFC curve of temperature dependence of magnetization. Tf may correspond to the freezing temperature while Ta may be related with the anisotropic field of c-axis. Further investigations including magnetic relaxation, memory effect and hysteresis behaviour measurements suggest a main phase of spin glass, which starts the frozen-in process even above the freezing temperature. We ascribe the spin glass behaviour to the competition betwcen double-exchange and super-exchange interactions which could have originated from the coexistence of Co4+ and Co3+ caused by oxygen deficiency in the films.