To study the effect of non-magnetic layer (Cu) on magnetic properties of antiferromagnetic FeMn, multilayers of Ta(5 nm)/[FeMn(t)/Cu(5 nm)]10/Ta(5 nm), where t is varied in the range of 5–15 nm, are fabricated by a combination of RF and DC magnetron sputter deposition. Magnetization curves for these samples exhibit magnetic hysteresis, and when the samples are cooled in an applied magnetic field, the hysteresis loops are shifted. This shift is attributed to an “intrinsic” exchange bias effect (i.e., it is observed without a separate ferromagnetic layer). Presented temperature and thickness dependences of the coercive field, magnetic moment, and exchange bias field provide insights into the origin and mechanism of the observed intrinsic exchange bias.