The spontaneous exchange bias effect (SEB) has wide application prospects in information storage technologies. In this study, nanoscale raw materials were used to fabricate antiferromagnetic Fe3BO6 polycrystals. The obtained Fe3BO6 exhibited a large SEB effect, where the value of the spontaneous exchange bias field at room temperature was as large as ∼4234 Oe. The room-temperature training effect, temperature-dependence, and maximum field-dependence of the HSEB were investigated. We propose that this giant SEB originates from the exchange-coupling interactions between the weak ferromagnetic surface state and the bulk antiferromagnetic state. The theoretical analysis results were further verified by comparing the magnetic properties of the Fe3BO6 with relatively low crystallinity. The results of this investigation will help find promising candidate materials for devices based on the SEB effect.