In magnetic core-shell nanoparticles, an interesting consequence is the exchange coupling across the core-shell interface that is frequently seen in the form of exchange bias, a horizontal shift in the hysteresis loop accompanied by an increase in coercivity after cooling in a magnetic field. Formation of nanocomposites is an efficient way of fabricating interface by dispersing one magnetic phase into another, leading to enhanced interface effects. In addition to ferromagnetic (FM)/antiferromagnetic (AFM) interfaces, exchange bias and related effects have also been observed in other types of interfaces, e.g. involving ferrimagnet (FI) (e.g. FI/FM or FI/AFM), spin-glass (SG) (e.g. AFM/SG, FM/SG, FI/SG) and AFM/AFM systems. In our work, we have investigated the observation of exchange bias in superlattices composed of two antiferromagnetic nanoparticles namely LaFeO3 (LFO) and NiO.