Multiferroic Pb(Zr0.52Ti0.48)O3-CoFe2O4-Pb(Zr0.52Ti0.48)O3 (PCP) laminated film has been synthesized by sol-gel process and spin coating, with the spinel structure of CoFe2O4 and perovskite structure of Pb(Zr0.52Ti0.4s)O3 verified by X-ray diffraction.The good multiferroic properties of PCP film have been confirmed by ferroelectric and magnetic hysteresis loops, with leakage current substantially reduced.The local magnetoelectric (ME) coupling has been verified using piezoresponse force microscopy under external magnetic field, showing magnetically induced evolution of piezoresponse and ferroelectric switching characteristics, with piezoresponse amplitude reduced and coercive voltage increased.Such technique will be useful in characterizing local ME couplings for a wide range of multiferroic materials.