Two-dimensional (2D) magnet/superconductor heterostructures can promote the design of artificial materials for exploring 2D physics and device applications by exotic proximity effects. However, plagued by the low Curie temperature and instability in air, it is hard to realize practical applications for the reported layered magnetic materials at present. In this paper, we developed a space-confined chemical vapor deposition method to synthesize ultrathin air-stable ε-Fe2O3 nanosheets with Curie temperature above 350 K. The ε-Fe2O3/NbSe2 heterojunction was constructed to study the magnetic proximity effect on the superconductivity of the NbSe2 multilayer. The electrical transport results show that the subtle proximity effect can modulate the interfacial spin–orbit interaction while undegrading the superconducting critical parameters. Our work paves the way to construct 2D heterojunctions with ultrathin nonlayered materials and layered van der Waals (vdW) materials for exploring new physical phenomena.