Hetero-nanostructures based on magnetic contrast oxides have been prepared as highly dense nanoconsolidates. Cobalt ferrite-cobalt oxide core-shell type nanoparticles (NPs) were synthesized by seed mediated growth in polyol and subsequently consolidated by Spark Plasma Sintering (SPS) at 500 °C for a few minutes while applying a uniaxial pressure of 100 MPa. It is interesting to note that the exchange bias feature observed in the core-shell NPs is reproduced in their ceramic counterparts, or even attenuated. A systematic structural characterization was then carried out to elucidate the decrease in the exchange magnetic field, involving mainly advanced X-ray diffraction, zero-field and in-field 57Fe Mössbauer spectrometry, magnetic measurements and electron microscopy.