We investigated the magnetic interaction between antiferromagnetic, magnetoelectric Cr2O3 film and ferromagnetic La0.7Sr0.3MnO3 film, which shows colossal magneto-resistance. Magnetic properties and structural analyses revealed that a decrease in the thickness of La0.7Sr0.3MnO3 films gives rise to a change in magnetic anisotropy from perpendicular to in-plane. The exchange interaction between Cr2O3 and La0.7Sr0.3MnO3 also changed depending on the magnetic properties of La0.7Sr0.3MnO3. This suggests that the crystallographical control and the selection of a suitable thickness of La0.7Sr0.3MnO3 are important to obtain an exchange interaction in the magnetic hetero system using colossal magneto-resistance material.