  We grew thin films of a heavy fermion chiral magnet YbNi$_3$Al$_9$ by using
molecular beam epitaxy. They were grown on $c$-plane sapphire substrates under
ultra-high vacuum while maintaining a deposition rate at a stoichiometric ratio
among Yb, Ni, and Al. The resulting thin films contain epitaxial grains with a
$c$ axis parallel to the substrate surface: The YbNi$_3$Al$_9$ $c$ axis is
parallel to the sapphire $b$ or $a$ axis. The temperature dependence of the
resistivity exhibits a typical feature of a dense Kondo system with a broad
shoulder structure at $\sim$40\,K, as well as a kink as a signature of the
chiral helimagnetic ordering at 3.6\,K. These features are consistent with
those previously observed in bulk samples. The shift in the kink associated
with the field-induced phase transition is found in the magnetoresistance
curves under a magnetic field applied in the direction perpendicular to the
$c$-axis. The magnetic phase diagram well reproduces that for the bulk
crystals, implying that the chiral soliton lattice phase arises under magnetic
fields, even in thin films.
