Due to the general trend towards miniaturization of magnetic devices, it is important to understand the size dependence of exchange bias. An exchange bias spin valve structure of the form Ta∕NiFe∕Cu∕NiFe∕IrMn∕Ta was used with the IrMn exchange bias layer at the top, which enabled in situ magnetoresistance measurements to be carried out as the antiferromagnetic (AFM) layer was gradually milled away in an argon ion miller. The MR decreased when the thickness was reduced below 3 nm. Optical and focused ion beam (FIB) lithography were used to micro and nano pattern wire arrays in the IrMn layer.