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First-principles local density full-potential linearized augmented plane wave (FLAPW) calculations have been performed to investigate the magnetism and magnetic anisotropy in ferromagnetic NiFe, antiferromagnetic NiMn and their interface. We found that the magnetic moments of the Fe atom in NiFe and that of the Mn atom in NiMn are enhanced at their surface compared to their bulk states. The magneto-crystalline anisotropy (MCA) is also drastically influenced by the environment. Bulk NiFe and NiMn show slightly perpendicular and in-plane easy magnetic axes, respectively. However, the effects of the surface change their MCA direction and strength. For the interface between NiFe and NiMn, where the magneto-crystalline anisotropy is dominated by the NiMn layer, the interface effects may be important for discussing the exchange bias. Index Terms--Antiferromagnetic NiMn, ferromagnetic NiFe, ferromagnetic/antiferromagnetic interface, magneto-crystalline anisotropy.