Odd-parity magnets were recently proposed to emerge in collinear antiferromagnets (AFMs) via Floquet engineering, with valley-dependent spin splitting underlying the odd-parity spin polarization. This proposal brings about two key challenges: detecting the spin splitting to verify the generation mechanism of these magnets, and identifying such polarization to confirm the odd-parity nature. Here, we show that the Ruderman-Kittel-Kasuya-Yosida (RKKY) interaction provides a unified magnetic probe for both tasks. Taking collinear f-wave magnets as a representative example, we find that the RKKY interaction yields distinct magnetic signals of the spin splitting—including a magnetism reversal in the Heisenberg/Ising terms and a sign alternation of the Dzyaloshinskii-Moriya (DM) term—that enable clear discrimination of collinear f-wave magnets from other related AFMs. Moreover, the DM term exhibits an f-wave shape with odd-parity symmetry, satisfying J^(αβ)_DM(R) = -J^(αβ)_DM(C_2qR) (q=3), which directly reflects the odd-parity spin polarization S_z(k) = -S_z(C_2qk) in momentum space. This behavior persists in p-wave magnets (q=1), demonstrating the generality of our approach. Our work establishes the RKKY interaction as a versatile probe for detecting band features of collinear odd-parity magnets, with predictions accessible to existing experimental techniques such as spin-polarized scanning tunneling spectroscopy.