Indium doped barium hexaferrite BaFe10In2O19 is shown to exhibit complex magnetic behaviour below 110 K wherein there is a coexistence of a long-range conical magnetic order along with a cluster spin-glass-like state. Temperature dependent dc magnetization measurements reveal that the system exhibits an anomaly around 110 K. Temperature dependent neutron diffraction (ND) measurements measured in the Q-range 0.28–7.35 Å−1 characterize this anomaly as a transition to a longitudinal conical magnetic state from the ferrimagnetic state at room temperature. Ac susceptibility and thermoremanent magnetization relaxation measurements also reveal the existence of cluster spin-glass like behavior below 110 K, indicating coexistence with conical magnetic order. The lattice parameters determined from the analysis of ND data show a sharp change at ∼110 K which is also reflected in the anomalous changes seen in the temperature dependent Raman phonon modes around this temperature. This gives a clear indication of spin lattice coupling in the system. Finally, temperature and magnetic field dependent dielectric constant measurements reveal the occurrence of large magnetodielectric effect (MDE) near 110 K. This intriguing intrinsic magnetodielectric feature can be explained in terms of spin lattice coupling.