In this paper, the converse magnetoelectric (CME) effect by electric field tuning of magnetization in an original heterostructure composed of a polycrystalline yttrium iron garnet (YIG) film and a lead magnesium niobate-lead zirconate titanate (PMN-PZT) ceramic is presented. The magnetic performances of the YIG films with different thicknesses under a DC electric field applied to the PMN-PZT ceramics and a bias magnetic field are investigated. All the magnetization-electric field curves are found to be in good agreement with the butterfly like strain curve of the PMN-PZT ceramic. Both the sharp deformation of about 2.5‰ of PMN-PZT and the easy magnetization switching of YIG are proposed to be the reasons for the strongest CME interaction in the composite at the small electric coercive field of PMN-PZT (4.1 kV/cm) and the small magnetic coercive field of YIG (20 Oe) where the magnetic susceptibility reaches its maximum value. A remarkable CME coefficient of 3.1 × 10−7 s/m is obtained in the system with a 600 nm-thick YIG film. This heterostructure combining multiferroics and partially magnetized ferrite concepts is able to operate under a small or even in the absence of an external bias magnetic field and is more compact and power efficient than the traditional magnetoelectric devices.