Magnetic materials are crucial for the efficiency of the conversion-storage-transport-reconversion energy chain, and the enhancement of their performance has an important impact on technological development. The present work explores the possibility of preparing hetero-nano-structured ceramics based on magnetic oxides, by coupling a ferrimagnetic phase (F) with an antiferromagnetic one (AF) on the nanometric scale. The field-assisted sintering technique or SPS (Spark-Plasma Sintering), adopted at this purpose, ensures the preservation of nano-sized crystals within the final solid structure. The aim is to establish how exchange bias may affect the resulting nano-consolidates and to investigate the potential of this process to increase the total magnetic anisotropy of the CoFe2O4 grains, and thus their coercive field, while keeping the saturation magnetization the same. The structure, microstructure and magnetic properties of the ceramics obtained were studied by several techniques. The results show that the sintering process, along with its typical reductive atmosphere, modifies the composition of the constituents. A new metallic phase appears as a consequence of the reciprocal diffusion of Co and Ni cations, leading to a change in the amount and structure of the AF phase. We propose a schematic representation of the atomic movements that hinder an exchange bias effect between the F and AF phases.