We report the growth of thin films of the mixed valence compound YbAl$_{3}$ on MgO using molecular-beam epitaxy. Employing an aluminum buffer layer, epitaxial (001) films can be grown with sub-nm surface roughness. Using x-ray diffraction, in situ low-energy electron diffraction and aberration-corrected scanning transmission electron microscopy we establish that the films are ordered in the bulk as well as at the surface. Our films show a coherence temperature of 37 K, comparable to that reported for bulk single crystals. Photoelectron spectroscopy reveals contributions from both $textit{f}^{13}$ and $textit{f}^{12}$ final states establishing that YbAl$_{3}$ is a mixed valence compound and shows the presence of a Kondo Resonance peak near the Fermi-level.
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