Exchange bias (EB) is a fundamental phenomenon in widespread information technologies. However, a comprehensive understanding of its microscopic origin remains a great challenge. One key issue in the debate is the role of frustration and disorder in the EB mechanism, which motivates the exploration of the EB effect in spin glass (SG) systems. Here, in the SG state of Cr-doped Hund’s metal CsFe2As2, we discover a giant EB effect with a maximum bias field of ∼2 T, which is almost two orders of magnitude larger than that of traditional alloy SGs. Our results indicate that the giant EB effect should originate from the exchange interactions at the natural boundaries between the tunable ferromagnetic-like (FM) regions around Cr dopants and the SG matrix, via which the FM spins are strongly pinned by the frozen spins in the SG matrix. In addition, the temperature-dependent and cooling-field-dependent EB behaviors could be interpreted well by the SG model with frustrated FM/SG boundaries, which provides an intuitive and explicit understanding of the impact of glassy parameters on the EB effect. All these results suggest that the correlated metals are promising directions for exploring the EB effect in the SG state.