Ultra thin films of an alloy consisting of Gd and Fe were prepared under ultra high vacuum conditions on top of a W(110) surface. The films were characterized using scanning tunneling microscopy and low energy electron diffraction. We succeeded in preparing the initial stages of well ordered GdFe2 films. Basing on atomically resolved STM images and LEED studies, a structure model for the thin GdFe2 films was deduced. The crystallographic structure of the first and second ML GdFe2 on W(110) was found to be different from the bulk structure (Laves phase C15).