A Grazing Exit Micro X-ray Fluorescence (GE-MXRF) system involved with a polycapillary X-ray lens was established to analyze nanometer films. A polycapillary X-ray lens with spot size of 41.7 μm was applied to focus original X-ray and a slit of 50 μm was located in front of the detector to improve angle resolusion. In order to improve the working efficiency,a computer program was compiled to realize automatic control. With this system, a series of titanium and ferric layers deposited on GaAs single crystal by Metal Vapor Vacuum Arc(MEVVA) ion sources were measured. The results indicate that this system can analyze film samples effectively,and through grazing exit angle scan and surface two-dimensional scan, the density, thickness and the uniformity of film can be acquired. The spatial resolution of micro-analysis and the real spatial resolution of experiment are 41.7 μm and 50 μm,respectively. The conclusion is that this grazing GE-XRF system can realize the analysis of film sample automatically and quickly, also can acquire the overall information of sample and process these data effectivelly.