We deposited a thin epitaxial Pb(Zr(0.52)Ti(0.48))O(3) (PZT) layer on the (001) SrTiO(3) (STO) substrate doped with Nb (0.5 wt.%), then grew composite thin film of CoFe(2)O(4) (CFO) and PZT phases on it. X-ray diffraction and high resolution transmission electron microscopy showed that the PZT and CFO phases in the film had perfect epitaxial structures. CFO nanoparticles were embedded in PZT matrix randomly, which was useful to enhance the insulativity of the composite film. The composite thin film exhibited good ferromagnetic and ferroelectric properties. The dielectric constants of the composite thin film kept unchangeable in a wide bias electric field, but increased in a magnetic field, namely, magnetodielectric effect. The possible reasons for the magnetodielectric effect were discussed. (C) 2008 Elsevier Ltd, All rights reserved.