In-situ annealed epitaxial (001) Ni films MBE grown on MgO substrates exhibit a missing-row (2x1) surface reconstruction due to oxygen adsorption. Thus, the resulting nano-patterning of the surface consists of self-assembled NiO nano-wires. Correlated RHEED, STM, XTEM, PNR and MOKE studies indicate that there is intermixing of the Ni film and the substrate with NiO formation at the interface between film and substrate and also on the surface of the films. This leads to the presence of an additional uniaxial magnetic anisotropy superimposed to the expected 4-fold magneto-crystalline anisotropy as determined with longitudinal MOKE.