Single phase and strained LuMnO3 thin films are discovered to display coexisting ferromagnetic and antiferromagnetic orders. A large moment ferromagnetism (approximate to 1 mu(B)), which is absent in bulk samples, is shown to display a magnetic moment distribution that is peaked at the highly strained substrate-film interface. We further show that the strain-induced ferromagnetism and the antiferromagnetic order are coupled via an exchange field, therefore demonstrating strained rare-earth manganite thin films as promising candidate systems for new multifunctional devices.