CeCo₅ is an attractive light-rare-earth 1:5 permanent-magnet compound because Ce is abundant and cost-effective, yet its practical development has been hindered by the difficulty of simultaneously controlling phase purity, crystallographic texture, microstructure, and magnetic anisotropy. In this work, single-phase CeCo₅ nanomagnets with a self-organized functional gradient were prepared directly by a simple high-speed melt-spinning route. The precursor ingots were fabricated by arc melting high-purity Ce and Co, followed by melt spinning at wheel speeds of 40 and 50 m/s. Surface-resolved X-ray diffraction reveals that the wheel-side surface develops a pronounced c-axis texture with the magnetic easy axis preferentially aligned parallel to the ribbon plane, whereas the free side retains a nearly random grain orientation. This asymmetric crystallographic texture gives rise to clear macroscopic magnetic anisotropy. For the ribbon prepared at 40 m/s, the in-plane remanence ratio reaches Mr/Ms = 0.60, markedly higher than the out-of-plane value of 0.38; the corresponding values for the 50 m/s ribbon are 0.58 and 0.33, respectively. Neutron diffraction refinement at 293 K confirms the CaCu₅-type hexagonal structure with space group P6/mmm, lattice parameters a = 4.952(1) Å and c = 3.979(1) Å, and a ferromagnetic structure with propagation vector k = (0, 0, 0). TEM-based grain-size statistics show that increasing the wheel speed refines the grains from approximately 400 nm at 40 m/s to approximately 300 nm at 50 m/s. Lorentz transmission electron microscopy further reveals the evolution of magnetic domains from weakly contrasted quasi-single-domain features to clear ripple-like and labyrinthine multidomain structures, indicating enhanced exchange coupling and domain-wall pinning in the finer-grained ribbons. The intrinsic functional gradient is attributed to directional solidification induced by rapid heat extraction at the wheel interface and slower cooling near the free surface. These results demonstrate that melt spinning can integrate phase formation, texture engineering, and functional-gradient design in CeCo₅, providing a scalable route toward low-cost, rare-earth-lean permanent magnets with reduced dependence on critical rare-earth elements.