The ever increasing demand for ultralow power electronics has propelled the exploration of novel multiferroics for realizing voltage control of magnetism in an energy efficient manner. Epitaxial multiferroic heterostructures, possessing a strong latticecoupled mechanical interface and allowing an electric field (E-field) significantly modulating spin, charge, lattice, and orbital order parameters, have drawn much attention for creating novel magnetoelectric (ME) coupling effects. In this paper, we review the recent progress on control of ME properties in epitaxial multiferroic heterostructures, including their novel physical properties, various strong interfacial ME interactions, and potential applications. Meanwhile, the essential interfacial couplings, allowing cross-tuning of lattice and charge-coupled parameters, have been extensively reviewed. Electric tuning of magnetism in epitaxial multiferroic heterostructures provides a great platform to develop lightweight, compact, and energy-efficient spintronic or electronic devices.