Fe – Pt alloy thin and ultra thin films were deposited by the pulse laser evaporation method. Micronano Hall devices were fabricated from ultra thin films by an Ar plasma etching process using electron beam lithography procedures. The extraordinary Hall effect (EHE) in Fe – Pt alloy thin and ultra thin films and micronano Hall devices was investigated. The film thickness reduction is found to cause an increase in Hall voltage, which means an enhancement of field sensitivity of the Hall sensor. Maximum sensitivity S=260 Ω/ T was measured in ultra thin film with thickness d=20 Å.