Exchange magnetic coupling between Fe electrodes through a thin MgO interlayer in epitaxial junctions has been investigated as a function of temperature, MgO thickness, and interface quality. Depending on the MgO thickness, which has been varied from 1.5 to 4 monolayers, two opposite temperature dependences are clearly disentangled. For a thin MgO spacer, the main component decreases with temperature following a metalliclike behavior. On the contrary, for the thickest MgO layers, the main component increases with temperature, following an Arrhenius law. Moreover, the insertion of a monoatomic roughness at the bottom MgO interface, induced by the addition of a fraction of a Fe monolayer, exacerbates the metallic features as an oscillatory behavior from antiferromagnetic to ferromagnetic is observed. These results allow questioning the simple tunneling mechanism usually invoked for MgO coupling, and suggest a crossover behavior of the thin MgO spacer from metallic to insulating with a progressive opening of the gap.