(100-x) Sr0.7La0.3Fe11.75Co0.25O19–(x) CoFe2O4 composites were synthesized by the one pot sol–gel auto-combustion method. The individual phase purity, morphology, and magnetic hysteresis loop of the composite magnet were analyzed by x-ray powder diffraction, field emission scanning electron microscopy and vibrating sample magnetometer, respectively. The apparent observation of the room temperature hysteresis loop indicates the existence of interfacial exchange interactions. Nevertheless, saturation magnetization (Ms ) follows the trend of Vegard’s law. The nature of magnetic interaction and its dependency on the amount of each phase were analyzed by employing the Thamm–Hesse plot. The critical size of the soft phase particle did not corroborate with the results of ΔM vs H plot. However, this synthesis method is found to be successful in obtaining single-step magnetization reversal in hard–soft composite magnets. The deviation from ideal non-interacting Stoner–Wohlfarth particles puts the single hard phase into the limelight. The (BH)max in the range of 1.07–0.98 MGOe has been obtained for the synthesized composite magnet.