Multiferroic materials have recently as a new useful material because they can exhibit a potent magnetoelectric interaction between the ferroelectric and ferromagnetic orders above ambient temperature. In this paper, BiFeO₃/CoFe₂O₄(BFO/CFO) thin films were prepared by the spin-coating method, and the effects of composition on the crystal structure, surface morphology, electrical properties, magnetic properties, photovoltaic properties as well as magnetic and photoelectric coupling properties of the composite films were systematically investigated. The results show that the main crystal phases of the composite films are BFO and CFO, and there are no other heterozygous phases that can be observed. The AFM results show that the roughness of thin films ranges from 8 to 10 nm, and it increases with the increase of CFO composition on the whole. SEM results confirm that there is a clear interface between different phases of different constituent films, and no obvious diffusion phenomenon occurs. The saturation and residual magnetization values increase gradually with the increase of CFO content, and the magnetic properties are stronger. With the increase of BFO composition, the dielectric constant of the composite film gradually decreases. The photoelectric conversion efficiency of the composite film decreases with the increase of BFO content, and the maximum photoelectric conversion efficiency is 5.63 × 10⁻⁵% when the composition is 3BFO/7CFO. The maximum photomagnetic dielectric response is found when the composition of the film is 5BFO/5CFO.