A thin Fe--Ni alloy sheet for shadow mask consists essentially of Ni of 34 to 38 wt. %, Si of 0.05 wt. % or less, B of 0.0005 wt. % or less, O of 0.002 wt. % or less and N of 0.0015% or less, the balance being Fe and inevitable impurities; said alloy sheet after annealing before press-forming having 0.2% proof stress of 28.5 kgf/mm.sup.2 or less; and a degree of {211} plane on a surface of said alloy sheet being 16% or less. And further modified similar alloy sheets are also provided.Further, a method for producing a thin Fe--Ni alloy sheet for shadow mask comprises the steps of: (a) hot-rolling of a slab into a hot-rolled alloy strip; (b) hot-rolled sheet annealing of the hot-rolled strip at 910 to 990.degree. C.; (c) cold-rolling of the annealed hot-rolled strip into a cold-rolled strip; (d) recrystallization annealing of the cold-rolled strip; (e) finish cold-rolling of the recrystallization annealed strip at a finish cold reduction ratio in response to austenite grain size D(D.mu.m) yieleded by the recrystallization annealing, the finish cold reducration ratio(R) being within a region enclosed by a range of R of 16 to 75 and a range of D of 6.38D-133.9.ltoreq.R.ltoreq.6.38D-51.0 and (f) annealing of the finish cold-rolled strip on conditions of a temperature of 720.degree. to 790.degree. C., a time of 2 to 40 min. and T.gtoreq.-53.8 logt+806, where T(.degree.C.) is the temperature of the annealing. And further modified similar methods are also provided.