We present a theoretical mapping to show that a ferromagnet with gain (loss) is equivalent to an antiferromagnet with an equal amount of loss (gain). Our finding indicates a novel first-order ferromagnet-antiferromagnet phase transition by tuning the gain-loss parameter. As an appealing application, we demonstrate the realization as well as the manipulation of the antiferromagnetic skyrmion, a stable topological quasiparticle not yet observed experimentally, in a chiral ferromagnetic thin film with gain. We also consider ferromagnetic bilayers with balanced gain and loss, and show that the antiferromagnetic skyrmion can be found only in the cases with broken parity-time symmetry phase. Our results pave a way for investigating the emerging antiferromagnetic spintronics and parity-time symmetric magnonics in ferromagnets.