Thin films of barium hexaferrite were prepared on fly ash cenosphere particles by the sol-gel method using Fe(NO3)3·9H2O, Ba(NO3)2 and citric acid as raw materials. The prepared films were characterized by differential thermal and thermogravimetric analysis (DTA-TG), X-ray diffractions analysis (XRD), scanning electron microscopy (SEM), energy dispersive spectroscopy (EDX), X-ray photoelectron spectroscopy (XPS), and vibrating sample magnetometry. The magnetic and structural properties of barium hexaferrite coated cenosphere particles were also studied. The experimental results show that even and continual barium hexaferrite coatings were prepared on fly ash cenospheres, and the magnetic conductivity was imparted to these non-conducting oxide ceramic particles. The low density barium hexaferrite coated cenosphere particles may be utilized for manufacturing microwave absorbing materials.