Controlling anisotropy and exchange coupling in patterned magnetic nanostructures is the key for developing advanced magnetic storage and spintronic devices. We report on the antiferromagnetic interaction between a Co nanodot array and its supporting GdAu2 nanotemplate that induces large anisotropy values in individual Co nanodots. In clear contrast with nonmagnetic Au substrates, GdAu2 triggers an earlier switch from out-of-plane anisotropy in monatomic high dots to in-plane when the dot height becomes biatomic.