The coupling between the tetragonal phase (T-phase) of BiFeO3 (BFO) and CoFe2O4 (CFO) in magnetoelectric heterostructures has been studied. Bilayers of CFO and BFO were deposited on (001) LaAlO3 single crystal substrates by pulsed laser deposition. After 30 min of annealing, the CFO top layer exhibited a T-phase-like structure, developing a platform-like morphology with BFO. Magnetic hysteresis loops exhibited a strong thickness effect of the CFO layer on the coercive field, in particular along the out-of-plane direction. Magnetic force microscopy images revealed that the T-phase CFO platform contained multiple magnetic domains, which could be tuned by applying a tip bias. A combination of shape, strain, and exchange coupling effects are used to explain the observations.