Magnetoelectric (ME) composite structures of Pb(Zr0.52Ti0.48)O-3 (PZT) and CoFe2O4 (CFO) were prepared by directly growing PZT films on highly dense CFO ceramics via a simple solution spin coating, rather than by conventional high-temperature cofiring. An obvious ME response, which had the same bias-dependent trend as the piezomagnetic coefficient of CFO ceramics, was observed in such film-on-bulk ceramic composites. It was found that the PZT films showed a good ferroelectric feature, and the ME response of the composites strongly depended on the resistivity of the CFO ceramics as both a substrate and a bottom electrode. The results suggest plenty of room for further enhancing the ME response of such films-on-ceramic substrate composites.