The exchange bias (EB) in LaMn_{0.7}Fe_{0.3}O_3 is observed by the negative shift and training effect of the hysteresis loops, while the sample was cooled in external magnetic field. The analysis of cooling field dependence of EB gives the size of the ferromagnetic (FM) cluster ~ 25 Angstrom, where the magnetic anisotropy of FM cluster is found two order of magnitude higher than the FM bulk manganites. We propose that the nanoscale FM clusters are embedded in the glassy magnetic host with EB at the FM/glassy magnetic interface.