Multiferroic BaMnF$_4$ powder were prepared by hydrothermal method. Hysteretic field dependent magnetization curve at 5 K confirms the weak ferromagnetism aroused from the canted antiferromagnetic spins by magnetoelectric coupling. The blocking temperature of 65 K for exchange bias coincides well with the peak at 65 K in the zero-field cooled temperature-dependent magnetization curve, which has been assigned to the onset temperature of two-dimensional antiferromagnetism. An upturn kink of exchange field and coercivity with decreasing temperature was observed from 40 K to 20 K, which is consistent with the two-dimensional to three-dimensional antiferromagnetic transition at Neel temperature (~26 K). In contrast to the conventional mechanism of magnetization pinned by interfacial exchange coupling in multiphases, the exchange bias in BaMnF$_4$ is argued to be a bulk effect in single phase, due to the magnetization pinned by the polarization through magnetoelectric coupling.
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