Magnetoelectric CoFe2O4-PZT (lead zirconate titanate) films as thick as 1μm have been prepared by spin coating using a PZT sol-gel solution containing polyvinylpyrrolidone and CoFe2O4 powder. X-ray diffraction result reveals that there exists no chemical reaction or phase diffusion between the CoFe2O4 and PZT phases. The scanning electron microscopy observation confirms that the composite thick film is crack-free and has a well-defined microstructure. The composite thick films exhibit good magnetic and ferroelectric properties, as well as distinct magnetoelectric coupling behavior. The magnetoelectric coupling mechanism for the present composite thick film is discussed in detail.