The thermoelectric and transport properties of MgO/Co2MnGa/Pd stacks with perpendicular magnetic anisotropy were measured. For a nominal 3.3 nm Co2MnGa thickness, the anomalous Nernst coefficient and the Nernst angle at room temperature were found to be 0.3 +/- 0.05 mu V/K and 5 +/- 1%, respectively. The Nernst and Hall angle temperature dependences show similar trends. Increasing the Co2MnGa thickness to 3.6 nm enhances the anomalous Nernst angle to 6.5% at room temperature. At remanence, the anomalous Nernst coefficient at room temperature is half the saturation value.