Thick coatings of barium hexaferrite with the compositions BaFe12O19 and BaCoTiFe10O19 were prepared using high‐velocity oxygen‐fuel (HVOF) spraying technology. Nanocrystalline precursors embedded in an amorphous matrix were obtained on both Fe and glass–ceramic substrates. To promote the crystallization of the hexaferrites, the coatings were annealed at 800°–1000°C, and single‐phase coatings were obtained at 1000°C. The crystallization process was studied with X‐ray powder diffraction and with electron microscopy. The magnetic measurements of the coatings were carried out in a static field and at high frequencies. The magnetization of the coatings increased with the annealing temperature to above 50 emu/g for both compositions. The coercivity of BaFe12O19 increased with the annealing temperature to above 2400 Oe, whereas the coercivity of BaCoTiFe10O19 decreased from over 800 Oe, for the as‐deposited sample, to 400 Oe for the sample annealed at 1000°C. A minimum 90% absorption was calculated for the BaFe12O19 coatings with thicknesses of 0.15–0.25 mm at around 47 GHz and for the 1–4‐mm‐thick coatings of BaCoTiFe10O19 at 3–9 GHz.