The crucial role of interface engineering in controlling functionality has been well documented in the (001)-orientated perovskite oxide heterostructures; however, limited attention has been given to other epitaxial orientations. In this study, the (La,Sr)MnO3 heterostructure is selected to present the epitaxial-orientation-dependent interface engineering strategies based on magnetoelectric coupling and oxygen octahedral coupling. When capped by a ferroelectric PbTiO3 layer for interlayer magnetoelectric coupling, the (001) (La,Sr)MnO3 layer exhibits the most significant magnetic modulations compared to (110) and (111) counterparts. This can be attributed to the PbTiO3's out-of-plane polarization that depends on the epitaxial orientations. Also, if considering the interfacial oxygen octahedral structure in terms of epitaxial orientations, the buffer (or cap) layer hosts the most part of interfacial oxygen octahedra and, thus, plays a dominant role in controlling oxygen octahedral coupling of (001)-orientated [or (110)-orientated] perovskite heterostructures. This is consistent with our observations that for the (001) [or (110)] (La,Sr)MnO3 heterostructures, the DyScO3 buffer layer offers the more (or less) effective magnetic modulations compared to the cap one. These findings underscore the orientation-dependent nature of interface engineering in manganite heterostructures as well as in other perovskite heterostructures for tailoring functionalities.