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Hexagonal ferrites (h-RFeO₃, R: rare earth) are multiferroic materials that exhibit spontaneous magnetic and ferroelectric polarizations simultaneously. We have prepared epitaxial h-RFeO₃ thin films for different R and studied their magnetic transition temperature T_N and the saturation magnetic moments. We found that, when the size of the rare-earth ion is reduced, the magnetic transition temperature may become significantly higher (e.g. T_N»125 and 200 K for h-YbFeO₃ and h-ScFeO₃ respectively), while the magnetic moment on the Fe ions becomes smaller. We attribute this significant increase of T_N to the enhanced interlayer exchange interactions due to the larger lattice distortion caused by the reduced size of the rare earth ion.