Epitaxial Ba2FeMoO6 thin films were grown via pulsed laser deposition under low oxygen pressure and their structural, chemical, and magnetic properties were examined, focusing on the effects of oxygen pressure. The chemical disorder, off-stoichiometry in B site cations (Fe and Mo) increased with increasing oxygen pressure and thus magnetic properties were degraded. Interestingly, in contrast, negative magneto-resistance, which is the characteristics of this double perovskite material, was enhanced with increasing oxygen pressure. It is believed that phase segregation of highly disordered thin films is responsible for the increased magneto-resistance of thin films grown at high oxygen pressure. The anomalous Hall effect, which behaves hole-like, was also observed due to spin-polarized itinerant electrons under low magnetic field below 1 T and the ordinary electron-like Hall effect was dominant at higher magnetic fields.