Powders of LaMgAl₁₁O₁₉ (lanthanum magnesium hexaaluminate) were synthesized via a two-step process, i.e. chemical co-deposition for precursor powders and then high-temperature calcination for final products. The quality of the precursor powders could be improved significantly by proper adjusting the co-deposition parameters such as increasing the deposition temperature and pH value. The formation temperature of magnetoplumbite-phase, the crystallinity and grain size of the prepared powders were characterized by differential thermal analysis and X-ray diffraction. The morphology of powders calcined at 1500℃ for 5 hours for various precursors was examined by scanning electron microscope, while their grain size distribution was inspected by Malvern ZEN3600 and Manual measurement. The feasibility of preparation of various magnesium hexaaluminate was tried by replacing La₂O₃ with Nd₂O₃, Gd₂O₃ or Sm₂O₃ respectively. The results show that the precursor powders, co-deposited from solution with pH=11.5 at 60℃, could be transformed into powders of plain LaMgAl₁₁O₁₉-phase after calcination at 1440℃, which was 150℃ lower than those co-deposited at room temperature. The powders calcined at 1500℃ for 5 hours were nano-sized, while rising the deposition temperature and pH value may be beneficial to decrease the grain size, therewith decrease the thermal conductivity of powders. Besides the grain size of NdMgAl₁₁O₁₉ powders prepared with the same process parameters was slightly larger than that of LaMgAl₁₁O₁₉ powders.