Single-crystal 50 and 300 nm thick layers of BaM hexaferrite BaFe12O19 were synthesized by laser molecular beam epitaxy method on α-Al2O3 (0001) substrates. Crystallization process was monitored in situ by RHEED and crystal  structure was analyzed using three-dimensional mapping of diffraction patterns. The film surface morphology was investigated by atomic force microscopy. It was shown that the “as grown” structures exhibit hexaferrite structure but  reveal violation of the long-range order, which is highly improved by the post growth annealing. Magnetic properties were studied by magnetooptical polar Kerr effect. Both the “as grown” and annealed structures were examined.  After annealing, BaM hexaferrite films demonstrate square-type out-of-plane magnetic hysteresis loops indicating the presence of strong uniaxial magnetic anisotropy and remarkable pinning of domain walls.