We study the structural, magnetic, and transport properties of LaAlO3/EuTiO3/SrTiO3 heterostructures grown by pulsed laser deposition. The samples are characterized in situ by electron diffraction and scanning probe microscopy and ex situ by transport measurements and x-ray absorption spectroscopy. LaAlO3/EuTiO3/SrTiO3 films show a ferromagnetic transition at T <= 7.5 K, related to the ordering of Eu2+ spins, even in samples characterized by just two EuTiO3 unit cells. A finite metallic conductivity is observed only in the case of samples composed by one or two EuTiO3 unit cells and, simultaneously, by a LaAlO3 thickness greater than or equal to four unit cells. The effect of ferromagnetic EuTiO3 on the transport properties of delta-doped LaAlO3/EuTiO3/SrTiO3 is critically discussed.