Graded particulate composite films in which ferromagnetic CoFe2O4 nanoparticles are gradedly distributed in the ferroelectric Pb(Zr0.52Ti0.48)O-3 matrix along the thickness direction have been prepared on Pt/Ti/SiO2/Si wafers via sol-gel spin-coating method and rapid annealing process. Compared with the homogenous films, the graded ones not only exhibited magnetic anisotropy, but also showed evident increase in both ferroelectric polarization and dielectric tunability. Moreover, great enhancement of magnetodielectric effect was observed in such graded films. We elucidated the origin of enhanced magnetodielectric coupling and attributed it to the combined influence of two factors, that is, the enhanced ferroelectric polarization caused by CoFe2O4 distribution gradient and flexoelectric polarization induced by strain gradient under external magnetic field. This work presents a feasible way to modulate the magnetoelectric coupling in ferromagnetic-ferroelectric composite films for developing high-performance multiferroic materials at nanoscale.