Polycrystalline antiferromagnetic BiFeO3 (BFO) thin films were grown on Si/SiO2/Ti/Pt (111) substrates by pulsed laser deposition and then ferromagnetic films Co2Fe(Al0.5Si0.5) (CFAS) by magnetron sputtering. After fabrication, the films were vacuum-annealed under a 0.1-T magnetic field at different temperatures from 150 to 500 °C. The exchange bias field can be tuned by the annealing temperature for the heterostructures, and the electric domain size can be controlled by the crystal grain size. A large exchange bias of about 5 × 10−3 T is observed in one of the samples. It can be speculated that the crystal grain sizes are the key element in determining the exchange bias and coercivity of the films annealed at the temperature of higher than Neel temperature (TN) of BFO. Furthermore, it is possible to extend spin theories from single-crystal BFO system to polycrystalline BFO system.