A simple nanofabrication process is introduced to tune the exchange bias in the magnetic nanostructures with a feature size below 15 nm. The IrMn/CoFe films are deposited on the porous alumina oxide (AAO) with different pore diameters from 10 to 48 nm, keeping the center-to-center distance almost the same at 60 nm, which is fabricated on Si wafers. A large enhancement in the exchange field Hex (2.3 times) and the coercivity Hc (8 times) is observed in the nanostructure compared to the continuous film. The exchange field is decreased with increasing pore diameter; on the other hand Hc increases continuously with increase in pore diameter. However, the values of Hex and Hc for all the exchange bias nanostructures are larger than those of the continuous film. These effects are mainly ascribed to the creation of domain walls or domains due to the pinning effect and the physical limitations that the pore size and edge-to-edge distance impose on both ferromagnetic and antiferromagnetic layers. Our results strongly support that exchange bias can be tuned by the AAO pores.