Bulk EuTiO3 is known as a compound in which spin and soft phonon mode is strongly coupled. Recent theoretical study suggests that application of stress or formation of strain leads to a drastic change in magnetic and dielectric properties of EuTiO3 and that so-called multiferroic properties emerge under such a situation. In the present study, effect of strain induced by a substrate, on which EuTiO3 thin film is deposited, on the magnetic properties of the film has been experimentally examined. By using a pulsed laser deposition method, EuTiO3 thin film has been deposited on different kinds of substrate, i.e., LaAlO3, SrTiO3, and DyScO3; the lattice parameter of these compounds is smaller than, just the same as, and larger than that of EuTiO3, respectively. X-ray diffraction analysis confirms that the strain induced in the plane of as-deposited EuTiO3 thin films on different substrates is coincident with the lattice parameter of the substrate compounds. Also, all the as-deposited EuTiO3 thin films manifest elongation of lattice in a direction perpendicular to the film surface. Temperature dependence of magnetization indicates that all the thin films exhibit ferromagnetic behavior at low temperatures. The magnetization at 2 K under a magnetic field of 100 Oe is the highest for EuTiO3 on DyScO3 and the lowest for EuTiO3 on LaAlO3. The experimental result is coincident with the first-principles calculations which predict that ferromagnetic spin configuration becomes more stable as the lattice volume of EuTiO3 is increased.