Sizable single crystals of $BaFe_2As_2$ have been grown with self-flux method. The crystals are plate-like with c-axis perpendicular to the plane. The size can be as large as 3 x 5 x 0.2 $mm^3$. The resistivity anisotropy ($rho_c/rho_{ab}$) is as large as about 150, and independent of temperature. The transport in ab plane and along c-axis direction shares the same scattering mechanism. In contrast to the magnetic behavior of polycrystalline samples, no Curie-Weiss behavior are observed, a temperature linear dependent susceptibility occurs above spin-density-wave (SDW) transition. The susceptibility behavior is very similar to that of antiferromagnetic SDW chromium. Magnetic behavior of single crystal definitely gives evidence for existence of local moment except for the contribution to susceptibility from itinerant electrons. A resistivity minimum strongly dependent on magnetic field is observed. A log(1/T) divergency, similar to that of the underdoped cuprates, happens at low temperature. Here we first present intrinsic transport and magnetic properties, and their anisotropy from high quality single crystal.