Effect of particle size on exchange bias in Fe-doped CuO nanoparticles is investigated, which are sintered at different temperatures from 350 to 650 °C, respectively. The structure and magnetic properties for different particle size samples were probed. It is found that the system shows magnetic properties transition from paramagnetic to ferromagnetic with increasing grain size, and exhibits the variations in exchange bias field (HEB) and coercivity (HC) at low temperature after field-cooled from 300 K. With the increase in the particles size, HEB decreases monotonously. Furthermore, vertical magnetization shift was also observed for the small particles. Exchange bias is attributed to the exchange coupling interactions between ferromagnetic and spin-glass-like (or antiferromagnetic) phase interface layers.