In this work, we have studied structural and magnetic properties of LaFeO3 as a function of the particle size d, from bulk (d >> 1 µm) to nanoscale (d ≈ 30 nm). A large number of twins were observed for large particles that disappear for small particle sizes. This could be related to the softening of the FeO6 distortion as particle size decreases. It was observed that the bulk sample showed spin canting that disappeared for d ~ 125 nm and can be associated with the smoothening of the orthorhombic distortion. On the other hand, for d < 60 nm, the surface/volume ratio became high and, despite the high crystallinity of the nanoparticle, a notable exchange effect bias appeared, originated by two magnetic interactions: spin glass and antiferromagnetism. This exchange bias interaction was originated by the formation of a “magnetic core–shell”: the broken bonds at the surface atoms give place to a spin glass behavior, whereas the inner atoms maintain the antiferromagnetic G-type order. The LaFeO3 bulk material was synthesized by the ceramic method, whereas the LaFeO3 nanoparticles were synthesized by the sol-gel method; the particle size was varied by annealing the samples at different temperatures. The physical properties of the materials have been investigated by XRD, HRTEM, TGA, and AC and DC magnetometry.