We have investigated the room temperature perpendicular exchange bias (PEB) at the ferromagnetic CoNi/antiferromagnetic (Co,Ni)O interfaces. CoNi/(Co,Ni)O multilayers with sharp interfaces have been sputter-deposited on glass substrates. It is found such multilayers show strong PMA and room temperature PEB. The PMA is considered originate from the interfacial anisotropy due to the facts that the CoNi layers are of poor crystallinity and it is difficult to obtain strain-induced anisotropy. The room temperature PEB indicates the well-balanced Néel temperature and anisotropy energy of the antiferromagnetic (Co,Ni)O mixed oxide layer.