Epitaxial heterostructures of La0.6Sr0.4MnO3/0.7Pb(Mg1/3Nb2/3)O3-0.3PbTiO3 were fabricated on LaNiO3 coated LaAlO3 (100) substrates by pulsed laser ablation. Ferromagnetic and ferroelectric hysteresis established their biferroic nature. Dielectric behaviour studied under different magnetic fields over a wide range of temperatures revealed that the capacitance in these heterostructures varies with the applied magnetic field. Appearance of magnetocapacitance and its dependence on temperature and magnetic field strength strongly indicated the possibility of strain mediated magnetoelectric coupling in these heterostructures. © 2008 Elsevier Ltd. All rights reserved.