The inherent malleability of 2D magnetism provides access to unconventional quantum phases, in particular those with coexisting magnetic orders. Incidentally, in a number of materials, the magnetic state in the bulk undergoes a fundamental change when the system is pushed to the monolayer limit. Therefore, a competition of magnetic states can be expected in the crossover region. Here, an exchange bias state is observed at the crossover from 3D antiferromagnetism to 2D ferromagnetism driven by the number of monolayers in the metalloxene GdSi2. The material constitutes a stack of alternating monolayers of Gd and silicene, the Si analogue of graphene. The exchange bias manifests itself as a shift of the hysteresis loop signifying coupling of magnetic systems, as evidenced by magnetization studies. Two features distinguish the phenomenon: (i) it is intrinsic, i.e. it is detected in an individual compound; (ii) the exchange bias field, 1.5 kOe, is unusually high, which is conducive to applications. The results suggest magnetic derivatives of 2D-Xenes to be prospective materials for ultracompact spintronics.