Magnetic anisotropy and magnetic exchange interactions are crucial parameters that characterize the hybrid metal–organic interface, a key component of an organic spintronic device. It is shown that the incorporation of 4f RE atoms to hybrid metal–organic interfaces of CuPc/REAu2 type (RE = Gd, Ho) constitutes a feasible approach toward on‐demand magnetic properties and functionalities. The GdAu2 and HoAu2 substrates differ in their magnetic anisotropy behavior. Remarkably, the HoAu2 surface promotes the inherent out‐of‐plane anisotropy of CuPc, owing to the match between the anisotropy axis of substrate and molecule. Furthermore, the presence of RE atoms leads to a spontaneous antiferromagnetic exchange coupling at the interface, induced by the 3d–4f superexchange interaction between the unpaired 3d electron of CuPc and the 4f electrons of the RE atoms. It is shown that 4f RE atoms with unquenched quantum orbital momentum (), as it is the case of Ho, induce an anisotropic interfacial exchange coupling.