This paper reports a novel magnetic composite materials deposition technique called magnetic composite electroplating (MCE). Thin films and micromagnets arrays of a composite matrix consisting of magnetic particles and a ferromagnetic alloy have been fabricated based on this technique. In a typical MCE process, magnetic particles are electrochemically and mechanically embedded into electroplated ferromagnetic thin films to form a magnetic particle-alloy composite. The magnetic particle selected is a barium ferrite magnet (BaFe12O19) and the ferromagnetic matrix is a pulse-reverse electroplated CoNiP alloy. The particle embedded fraction (w.t. %) directly affects magnetic properties and is experimentally determined by its energy dispersive spectrum (EDS). Various factors including electrolyte particle concentration, applied current, electrolyte pH, and the presence of cationic surfactants affecting the particle embedded fraction are experimentally investigated. Arrays of BaFe12O19-CoNiP magnets with a variety of dimensions and features as small as 8μm have been realized by MCE. Experimental analysis shows that the composite exhibits magnetic properties, such as a high coercivity (Hc) of up to 1.75×105 A/m, particularly well suited for MEMS actuators.