A novel nanopatterning method using pulsed laser deposition through an ultrathin anodic aluminium oxide (AAO) membrane mask is proposed to synthesize well‐ordered nanodot arrays of magnetic CoFe2O4 that feature a wide range of applications like sensors, drug delivery, and data storage. This technique allows the adjustment of the array dimension from ∼35 to ∼300 nm in diameter and ∼65 to ∼500 nm in inter‐dot distance. The dot density can be as high as 0.21 Terabit in.−2. The microstructure of the nanodots is characterized by SEM, TEM, and XRD and their magnetic properties are confirmed by well‐defined magnetic force microscopy contrasts and by hysteresis loops recorded by a superconducting quantum interference device. Moreover, the high stability of the AAO mask enables the epitaxial growth of nanodots at a temperature as high as 550 °C. The epitaxial dots demonstrate unique complex magnetic domains such as bubble and stripe domains, which are switchable by external magnetic fields. This patterning method creates opportunities for studying novel physics in oxide nanomagnets and may find applications in spintronic devices.