AbstractZero‐field cooling (ZFC) exchange bias (EB) was observed in antiperovskite compounds Ga1–xNMn3+x (x = 0.06 and 0.1). The existence of ferromagnetic (FM) clusters has been demonstrated in a spin glass (SG) matrix. The ZFC‐EB is suggested to originate from the unidirectional anisotropy formed isothermally along the FM/SG interface. For this typical physical system, both ways including the initial magnetization process and FC process could result in the unidirectional anisotropy. In addition, the training effect after ZFC is similar to those observed in conventional FC‐EB systems.