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Abstract Single-crystalline membranes of functional materials enable the tuning of properties via extreme strain states; however, conventional routes for producing membranes require the use of sacrificial layers and chemical etchants, which can both damage the membrane and limit the ability to make them ultrathin. Here we demonstrate the epitaxial growth of the cubic Heusler compound GdPtSb on graphene-terminated Al₂O₃substrates. Despite the presence of the graphene interlayer, the Heusler films have epitaxial registry to the underlying sapphire, as revealed by x-ray diffraction, reflection high energy electron diffraction, and transmission electron microscopy. The weak Van der Waals interactions of graphene enable mechanical exfoliation to yield free-standing GdPtSb membranes, which form ripples when transferred to a flexible polymer handle. Whereas unstrained GdPtSb is antiferromagnetic, measurements on rippled membranes show a spontaneous magnetic moment at room temperature, with a saturation magnetization of 5.2 bohr magneton per Gd. First-principles calculations show that the coupling to homogeneous strain is too small to induce ferromagnetism, suggesting a dominant role for strain gradients. Our membranes provide a novel platform for tuning the magnetic properties of intermetallic compounds via strain (piezomagnetism and magnetostriction) and strain gradients (flexomagnetism).