The microstructures of SmFeAs(O,F), Ba(Fe,Co)2As2, and FeTe0.5Se0.5 prepared on CaF2 substrates were investigated using transmission electron microscopy. The SmFeAs(O,F)/CaF2 interface is steep, without a disordered layer. By contrast, a chemical reaction occurs at the interface in the cases of Ba(Fe,Co)2As2 and FeTe0.5Se0.5. The reaction layers are located on opposite sides of the interface for Ba(Fe,Co)2As2 and FeTe0.5Se0.5. We found that the lattice distortion of the three superconducting films on the CaF2 substrates enhances the TC values compared with films prepared on oxide substrates. The origin of this lattice deformation varies depending on the superconducting material.