Combining density-functional theory calculations with many-body Greens-function technique, we reveal that the macroscopic magnetization in half-metallic antiferromagnets does not vanish at finite temperature as for the T=0 limit. This anomalous behavior stems from the inequivalent magnetic sublattices which lead to different intrasublattice exchange interactions. As a consequence, the spin fluctuations suppress the magnetic order of the sublattices in a different way leading to a ferrimagnetic state at finite temperatures. Computational results are presented for the half-metallic antiferromagnetic CrMnZ (Z=P,As,Sb) semi-Heusler compounds.