Large intrinsic anomalous Hall effect (AHE) originating in the Berry curvature has attracted growing attention for potential applications. Recently proposed magnetic Weyl semimetal EuCd$_2$Sb$_{\mathrm{2}}$ provides an excellent platform for controlling the intrinsic AHE because it only hosts a Weyl-points related band structure near the Fermi energy. Here we report the fabrication of EuCd$_2$Sb$_{\mathrm{2}}$ single-crystalline films and control of their anomalous Hall effect by film technique. As also analyzed by first-principles calculations of energy-dependent intrinsic anomalous Hall conductivity, the obtained anomalous Hall effect shows a sharp peak as a function of carrier density, demonstrating clear energy dependence of the intrinsic AHE.