Step-induced antiferromagnetic (AFM) uniaxial anisotropy and its effects on the exchange coupling have been systematically investigated in the epitaxial $\mathrm{Fe}/\mathrm{CoO}$ bilayers on a $\mathrm{MgO}(001)$ vicinal surface. X-ray magnetic linear dichroism measurements proved that the atomic steps induced a strong in-plane AFM uniaxial anisotropy in the CoO film. We found that the thermal activation induced in-plane 90\ifmmode^\circ\else\textdegree\fi{} switching of CoO AFM in-plane spins. The competition among the step-induced AFM anisotropy, the interface exchange coupling, and thermal activation generate a novel multiple in-plane spin reorientation transition of the Fe magnetization, which can further provide new insights on the exchange coupling in FM/AFM systems.