We observe a thermally induced spontaneous magnetization reversal of epitaxial ferromagnet/antiferromagnet heterostructures under a constant applied magnetic field. Unlike any other magnetic system, the magnetization spontaneously reverses, aligning antiparallel to an applied field with decreasing temperature. We show that this unusual phenomenon is caused by the interfacial antiferromagnetic coupling overcoming the Zeeman energy of the ferromagnet. A significant temperature hysteresis exists, whose height and width can be tuned by the field applied during thermal cycling. The hysteresis originates from the intrinsic magnetic anisotropy in the system. The observation of this phenomenon leads to open questions in the general understanding of magnetic heterostructures. Moreover, this shows that in general heterogeneous nanostructured materials may exhibit unexpected phenomena absent in the bulk.