Magnetically contrasted granular hetero‐nanostructures are prepared by seed‐mediated growth in polyol, properly combining two oxide phases with different magnetic order, ferrimagnetic (F) partially oxidized magnetite Fe3−xO4 and antiferromagnetic (AF) cobalt oxide. Spinel Fe3−xO4 nanoparticles are first synthesized and then used as seeds for rock salt CoO nanocrystals growth. Three different hetero‐nanostructure designs are realized, acting on the content ratio between the seeds and the deposit's precursors during the synthesis. For all of them, the spinel and the rock salt phases are confirmed by X‐ray diffraction and high‐resolution transmission electron microscopy. Both phases are obtained in high‐crystalline quality with a net epitaxial relationship between the two crystallographic lattices. Mössbauer spectrometry confirms the cobalt cation diffusion into the spinel seeds, giving favorable chemical interfacing with the rock salt deposit, thus prevailing its heterogeneous nucleation and consequently offering the best condition for exchange‐bias (EB) onset. Magnetic measurements confirm EB features. The overall magnetic properties are found to be a complex interplay between dipolar interactions, exchange anisotropy at the F/AF interface, and magnetocrystalline anisotropy enhancement in the F phase, due to Co2+ diffusion into iron oxide's crystalline lattice. These results underline the powerfulness of colloidal chemistry for functional granular hetero‐nanostructured material processing.