Our micromagnetic calculation demonstrates that the dominant coercivity mechanism is self-pinning in most exchange-coupled permanent and composite magnets. Such a pinning is attributed to the change of the intrinsic parameters associated with the phase change at the interface. From this self-pinning some more specific formulas on pinning field can be derived. In particular, for sufficiently large soft grains/defects, the pinning field can be expressed as HP=HK, where HK=2k/MS is the anisotropy field and depends on the material parameters and micromagnetic structures. For an exchange-coupled Nd2Fe14BFe system with abrupt change of parameters in the interface, 0.1. Reducing the size of the soft grain will increase the coercivity, while the smooth change of the parameters in the interface will lead to a reduction in the coercivity. Comparison with experimental data justifies our calculation.