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Co thin films deposited by sputtering onto nanostructured polymer [poly(methyl methacrylate)] were prepared following replica-antireplica process based on porous alumina membrane. In addition, different capping layers were deposited onto Co nanohills. Morphological and compositional analysis was performed by atomic force microscopy and x-ray photoemission spectroscopy techniques to obtain information about the surface characteristics. The observed asymmetry in the magnetization reversal process at low temperatures is ascribed to the exchange bias generated by the ferromagnetic-antiferromagnetic interface promoted by the presence of Co oxide detected in all the samples. Especially relevant is the case of the Cr capping, where an enhanced magnetic anisotropy in the Co/Cr interface is deduced.