M-type nanosized barium hexaferrite BaMe$_x$Fe$_{12-x}$O$_{19}$ (Me = Al$^{3+}$ and x = 0.0, 0.4, 0.8) was synthesized bysol–gel auto-combustion method using urea as a fuel. Characterization of prepared sample was done by using different techniques, such as XRD (X-ray diffractometer), SEM (scanning electron microscope), EDAX (energy dispersive X-rayanalysis), TEM (transmission electron microscope) and vibrating sample magnetometer (VSM). XRD studies show the formation of M-type barium hexagonal ferrite with space group P63/mmc. The effect of substitution of Al$^{3+}$ ion for Fe$^{3+}$ ion on the unit cell parameter, density, porosity has been studied. The SEM study shows that the samples exhibit spherical-shaped particles and agglomeration of individual particles in some parts. EDAX study confirms the elemental composition of prepared samples. TEM images confirm the nanosize of prepared samples. The VSM or magnetic studyreveals that the saturation magnetization ($M$$_s$) value decreases from 57.1 to 33.6 emu g$^{-1}$, while coercivity ($H$$_c$) value increases from 1737 to 2071 Gauss by the substitution of Al content. Substitution of Al$^{3+}$ ion in barium hexaferrite significantly improves the magnetic properties.