We report exchange bias (EB) effect in the Au-Fe3O4 composite nanoparticle system, where one or more Fe3O4 nanoparticles are attached to an Au seed particle forming 'dimer' and 'cluster' morphologies, with the clusters showing much stronger EB in comparison with the dimers. The EB effect develops due to the presence of stress at the Au-Fe3O4 interface which leads to the generation of highly disordered, anisotropic surface spins in the Fe3O4 particle. The EB effect is lost with the removal of the interfacial stress. Our atomistic Monte Carlo studies are in excellent agreement with the experimental results. These results show a new path towards tuning EB in nanostructures, namely controllably creating interfacial stress, and opens up the possibility of tuning the anisotropic properties of biocompatible nanoparticles via a controllable exchange coupling mechanism.