Flexible composited multiferroic films with excellent magnetic-electric effects were prepared. The films were composed of self-assembled CoFe₂O₄@BaTiO₃ core-shell nanoparticle fillers and a poly(vinylidene fluoride-co-hexafluoropropene) matrix. The CoFe₂O₄@BaTiO₃ core-shell particles were prepared using a hydrolysis-hydrothermal method. The surface modification of CoFe₂O₄ with the cationic surfactant cetyltrimethyl ammonium bromide promoted the BaTiO₃ nanocrystals' self-assembly precipitation. Compared with the films loaded by bare CoFe₂O₄, the films filled with core-shell particles exhibited reduced leakage current density, enhanced dielectric properties, ferroelectric (FE) polarization, and magneto-electric (ME) effects. An excellent ME voltage coefficient of 1835 mV/cm Oe was measured at a DC bias field of −3500 Oe and an AC magnetic field of 3.5 Oe with a frequency of 45 kHz. This enhancement of ME effects was attributed to the large FE-ferromagnetic (FM) interface to volume and the increment of induced polarization, which were originated from the efficient impediment of the aggregation of FM fillers in the core-shell matrix.