Ferrite magnets have a long history. They are used in motors, magnetic fluids, drug delivery systems, etc. Herein we report a mesoscopic ferrite bar magnet based on rod-shaped ε-Fe2O3 with a large coercive field (>25 kOe). The ε-Fe2O3-based bar magnet is a single crystal with a single magnetic domain along the longitudinal direction. A wide frequency range spectroscopic study shows that the crystallographic a-axis of ε-Fe2O3, which corresponds to the longitudinal direction of the bar magnet, plays an important role in linear and non-linear magneto-optical transitions, phonon modes, and the magnon (Kittel mode). Due to its multiferroic property, a magnetic-responsive non-linear optical sheet is manufactured as an application using an ε-Fe2O3-based bar magnet, resin, and polyethylene terephthalate. Furthermore, from the viewpoint of the large coercive field property, we demonstrate that a mesoscopic ε-Fe2O3 bar magnet can be used as a magnetic force microscopy probe.