The potential spin gapless semiconductor CoFeMnSi is one of most promising materials used in the potential spintronics devices. In this work, we realized the semiconductor-like behavior of CoFeMnSi thin film deposited on the fluorophlogopite substrate, and achieved a flexible CoFeMnSi film by exfoliating the substrate. The film grown on the fluorophlogopite substrate exhibits a partial L21 ordered structure after annealing at 300 °C. The bending tunability of the transport and magnetic properties were investigated. The semiconductor-metallic like transition can be varied through bending. The in-plane coercivity could be tuned up to 440% under a bending curvature of 1.9 mm. Interestingly, an exchange bias was observed in CoFeMnSi thin film. XPS analyses show that there exists the bonding of oxides at the interface between CoFeMnSi layer and substrate. Thus, it could be deduced that the antiferromagnetic coupling occurs along the interface, causing an exchange bias.