We have systematically investigated the domain structures of barium hexaferrite (BaFe12O19) by means of a micromagnetic simulation under zero external magnetic field. The hexagonal-shaped and cylindrical-shaped models are used in this simulation with respect to the diameter variation from 50 nm to 600 nm. A transition domain structure is found from a singledomain (SD) to multi-domain (MD) at a certain diameter. The hexagonal-shaped occurs in diameter 430 nm and cylindrical-shaped in diameter 410 nm. Interestingly, the domain wall of MD structure exhibits a Bloch-wall type. The domain wall width is determined by full width half maximum (FWHM) method from the transverse magnetization component data. The domain wall width from simulation showed close to Kittel's formula.