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Abstract Integration of a quantum anomalous Hall insulator with a magnetically ordered material provides an additional degree of freedom through which the resulting exotic quantum states can be controlled. Here, an experimental observation is reported of the quantum anomalous Hall effect in a magnetically‐doped topological insulator grown on the antiferromagnetic insulator Cr₂O₃. The exchange coupling between the two materials is investigated using field‐cooling‐dependent magnetometry and polarized neutron reflectometry. Both techniques reveal strong interfacial interaction between the antiferromagnetic order of the Cr₂O₃and the magnetic topological insulator, manifested as an exchange bias when the sample is field‐cooled under an out‐of‐plane magnetic field, and an exchange spring‐like magnetic depth profile when the system is magnetized within the film plane. These results identify antiferromagnetic insulators as suitable candidates for the manipulation of magnetic and topological order in topological insulator films.