Two series of iron thin films have been grown on Si(100) wafers by DC magnetron sputtering at well-controlled low substrate temperatures. One of them was covered by a gold capping layer to prevent oxidation. Exchange bias, which only appears in non-capped films, is attributed to the natural film oxidation and depends on the preparation temperature. X-ray absorption spectroscopy and atomic force microscopy have been used to characterize both metallic iron and oxide layer.