Frustrated magnetism in spin S=1/2 triangular lattice antiferromagnets can favor quantum magnetic phases such as quantum spin liquid phases or random singlet phases. The hexaaluminates LnMAl₁₁O₁₉ (Ln = Ce-Tb, M=Mg, Zn) are a promising family of triangular lattice antiferromagnets close to the quasi-two-dimensional limit. The realization of a gapless QSL in PrZnAl₁₁O₁₉ has been proposed based on specific heat measurements, inelastic neutron scattering, and muon spectroscopy. In my talk, I'm going to present the magnetic characterization of single crystal PrMgAl₁₁O₁₉ based on bulk measurements.