The spin Seebeck effect was studied in thin films of hexagonal ferrites of W-type SrCo2−xZnxFe16O27 with x = 0, 1, and 2 and Z-type with the composition Sr3Co2Fe24O41. The present data were compared with the previously obtained data on Y-type Ba2Zn2−xCoxFe12O22 with x = 0 and 2. Our work showed that the SSE signal can also be generated in materials with complicated crystal and magnetic structures. Hexaferrites with the magnetic easy plane were selected except for uniaxial W-type with x = 2, for which the highest saturated SSE 0.144 μV/K was observed; however, magnetic field above 1 T must be applied to achieve saturation. For low field application, hexaferrites with easy magnetization in ab-plane are more suitable, namely, Y-type with x = 2 or W-type with x = 1. SSE is suppressed in Co-substituted hexaferrites due to the random distribution of Co among various sites. Therefore, the Co cations interfere with the long-range magnetic ordering and diminish the spin-wave propagation. Additional suppression of SSE might be invoked by the higher magnetic anisotropy of the Co-substituted hexaferrites, which opens a gap in the magnon spectrum and, thus, reduces the contribution of lower energy magnons with longer diffusion length.