M-type hexagonal barium ferrite is one of the most favorable ferrite materials, whose functional properties such as ferroelectric polarity alignment and the interaction between electron spins could be controlled by manipulating its stoichiometry or microstructure. In this letter, BaFe12O19 films have been prepared on Al2O3 substrate by pulsed laser deposition at different temperature. AFM and SEM results show that under optimal preparation condition, the films change into self-assembled triangular shaped nano-islands with highly regulated orientation. Interesting magnetic and optical properties have been observed in these BaFe12O19 nanostructures. We believe this work may provide a unique opportunity to investigate anomalous phenomenons associated with nanostructured magnetic oxides and the growth dynamics of ferrite films.