An anisotropic exchange spring magnet powder complexing a hard magnetic material and a soft magnetic material, wherein a rare earth metal element, a transition metal element, boron and carbon and the like are contained, and the hard magnetic material and soft magnetic material have crystal particle diameters of 150 nm or less. A method of producing an anisotropic exchange spring magnet powder comprises treating a crystalline mother material containing a hard magnetic material and soft magnetic material or the crystalline mother material having amorphous parts, in a continuous process composed of an amorphising process and the following crystallizing process, repeated once or more times. An anisotropic exchange spring magnet is obtained by treatment, in an anisotropy-imparting molding process and a solidification process, of an anisotropic exchange spring magnet powder.