Hall sensors with the width range from 0.5 to 20.0 μm have been fabricated out of a monolayer graphene epitaxially grown on SiC. The sensors have been studied at room temperature using transport and noise spectrum measurements. The minimum detectable field of a typical 10-μm graphene sensor is ≈2.5 μT/√Hz, making them comparable with state of the art semiconductor devices of the same size and carrier concentration and superior to devices made of CVD graphene. Relatively high resistance significantly restricts performance of the smallest 500-nm devices. Carrier mobility is strongly size dependent, signifying importance of both intrinsic and extrinsic factors in the optimization of the device performance.