Nanoscale artificially engineered spintronic materials could be used to enlarge the storage density of magnetic recording media. For this purpose, magnetic nanostructures such as antidot arrays exhibiting high uniaxial magnetic anisotropy are new contestants in the field of ultrahigh density magnetic data storage devices. In this context, we focus on the synthesis of nanostructured magnetic materials consisting of Dy-Fe alloyed antidot thin films, deposited onto the surface of nanoporous alumina membranes served as patterned templates. Noticeable variations of in the in-plane magnetic anisotropy have been observed by modifying the layer thickness at both microscopic and macroscopic scales. The microscopic magnetic properties have been locally studied by Nano-MOKE magnetometry. For thinner antidot samples with 15, 20 and 25 nm in thickness, a tri-axial in-plane magnetic anisotropy has been detected. Meanwhile, for thicker antidot samples (40-60 nm of layer thickness), an in-plane uniaxial magnetic anisotropy has been noted. We attribute these changes in the magnetic anisotropy to the strong correlation between the edge-to-edge distance among adjacent nanoholes, W, and the local magnetic anisotropy of antidot samples. The effective magnetic anisotropy exhibits an unexpected crossover from the in-plane to out-of-plane direction due to the increasing of the effective perpendicular magnetic anisotropy with varying the layer thickness of antidot thin films. Therefore, we detected a critical layer thickness, t = 25 nm for the Dy-Fe alloy antidot arrays, at which the appearance of the perpendicular magnetization is observed. Furthermore, an enhancement in the Curie temperature of the antidot arrays compared to the continuous thin films has been obtained. We attribute these effects to the complex magnetization reversal processes and the high thermal stability of the hexagonal structure of antidot arrays. These findings can be of high interest for the development of novel magnetic sensors and for thermo-magnetic recording patterned media based on template-assisted deposition techniques.