The results of an exploratory lattice study of heavy baryon spectroscopy are presented. We have computed the full spectrum of the eight baryons containing a single heavy quark, on a $24^3\times 48$ lattice at $\beta=6.2$, using an $O(a)$-improved fermion action. We discuss the lattice baryon operators and give a method for isolating the contributions of the spin doublets $(\Sigma,\Sigma^*)$, $(\Xi',\Xi^*)$ and $(\Omega,\Omega^*)$ to the correlation function of the relevant operator. We compare our results with the available experimental data and find good agreement in both the charm and the beauty sectors, despite the long extrapolation in the heavy quark mass needed in the latter case. We also predict the masses of several undiscovered baryons. We compute the $\Lambda-\mbox{pseudoscalar meson}$ and $\Sigma-\Lambda$ mass splittings. Our results, which have errors in the range $ 10-30\%$, are in good agreement with the experimental numbers. For the $\Sigma^*-\Sigma$ mass splitting, we find results considerably smaller than the experimental values for both the charm and the beauty baryons, although in the latter case the experimental results are still preliminary. This is also the case for the lattice results for the hyperfine splitting for the heavy mesons.
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