Exchange bias phenomenon is generally ascribed to the exchange coupling at the interfaces between ferromagnetic and antiferromagnetic layers. Here, we propose a bulk form of exchange bias in a single-phase magnet where the coupling between two magnetic sublattices induces a significant shift of the coercive field after a field cooling. Our experiments in a complicated magnet YbFe2O4 demonstrate a giant exchange bias at low temperature when the coupling between the Yb3+ and Fe2+/Fe3+ sublattices take places. The cooling magnetic field dependence and the training effect of exchange bias are consistent with our model. In strong contrast to conventional interfacial exchange bias, this bulk form of exchange bias can be huge, reaching the order of a few Tesla.