Polycrystalline Mn3Ga layers with thickness in the range from 6-20 nm were deposited at room temperature by a high target utilisation sputtering. To investigate the onset of exchange-bias, a ferromagnetic Co0.6Fe0.4 layer (3.3-9 nm thick) capped with 5 nm Ta, were subsequently deposited. X-ray diffraction measurements confirm the presence of Mn3Ga (0002) and (0004) peaks characteristic of the D019 antiferromagnetic structure. The 6 nm thick Mn3Ga film shows the largest exchange bias of 430 Oe at 120 K with a blocking temperature of 225 K. The blocking temperature is found to decrease with increasing Mn3Ga thickness. These results in combination with X-ray reflectivity measurements confirm that the quality of the Mn3Ga/Co0.6Fe0.4 interface controls the exchange bias, with the sharp interface with the 6-nm-thick Mn3Ga inducing the largest exchange bias. The magneto-crystalline anisotropy for 6 nm thick Mn3Ga thin film sample is calculated to be 9×10^4 J/m^3. Such a binary antiferromagnetic Heusler alloy is compatible with the current memory fabrication process and hence has a great potential for antiferromagnetic spintronics.