The concept of fractals has been widely accepted in various fields for studying natural or random phenomena. Most specifically, in surface engineering and thin films, fractal analysis is used to investigate the self-affine nature and scaling characteristics of surfaces to understand the physical processes of creating the surfaces. Various methods have been applied in the fractal analysis of thin films, some of which include autocorrelation, height-height correlation, power spectral density functions, triangulation, and box counting among others. From these methods, it is possible to compute the roughness characteristics such as roughness exponent, correlation length, fractal dimension, Hurst exponent, etc. Fractal dimension is the key parameter used to understand the roughness properties of the films. In this article, we have summarised some of the key results on the fractal analysis of thin films, and it has been noted that fractal characteristics depend on the thin films’ deposition processes. The interrelationships among the fractal parameters and surface morphology of the films are unpredictable, and therefore fractal analysis should be undertaken for each new type of thin films.