The experimental observation of quantum anomalous Hall effect (QAHE) in magnetic topological insulators has stimulated enormous interest in condensed-matter physics and materials science. For the purpose of realizing high-temperature QAHE, several material candidates have been proposed, among which the interface states in the CdO/ferromagnetic insulator heterostructures are particularly interesting and favorable for technological applications. Here, we report the experimental observation of the interfacial ferromagnetism and anomalous Hall effect in the Fe3O4/CdO/Fe3O4 heterostructures grown via oxide molecular-beam epitaxy. Systematical variation of the CdO thickness reveals the interface ferromagnetism as the major cause for the observed planar magnetoresistance and anomalous Hall effect. Our results might pave the way to engineer oxide interface states for the exploration of QAHE towards exotic quantum-physical phenomena and potential applications.