By chemically depositing a conductive LaNiO3 (LNO) electrode layer onto dense CoFe2O4 (CFO) ceramics, the magnetoelectric (ME) response in Pb(Zr0.52Ti0.48)O-3 (PZT)/CFO film-on-substrate system was significantly enhanced. Structural, morphological, ferroelectric, and piezoelectric analysis was performed for the present PZT/LNO/CFO film-electrode-substrate composites, whereby improved electric-related output was demonstrated. It was further shown that the maximum ME coefficient alpha(E31) could reach up to 155 mV/cm Oe, which was about 2.6 times higher than that in PZT film-on-CFO ceramics without bottom electrode layer. Further enhancement of ME response could be expected by preparing high-quality electrode layer with optimal thickness and improved fabrication processing for such film-electrode-substrate composites.