Highly oriented BaFe₁₂O₁₉ films were obtained by a KrF excimer laser ablation technique using (110)Al₂O₃ (001)Al₂O₃ and (012)Al₂O₃ substrates, respectively.The degree of alignment of more than 95% were achieved for (100) on (110) Al₂O₃ and (001) on (001)Al₂O₃ planes, and heteroepitaxial films of (114) on (012)Al₂O₃ were possible to be grown with a lasing energy density of 6.67 J/cm² at an oxygen partial pressure (PO₂₎ of 900 mTorr. The best magnetic properties were obtained from the as-deposited films at the substrate temperature of 700°C, and post annealing treatment was not needed to enhance the magnetic properties. Experimentally saturated magnetization (4πM_s) of 3600~3800 Gauss and coercivities (H_c) of 3050~3080 Oe, which approach 85% of those of Ba-ferrite bulk composed of single domain particles, were obtained in this study.