Multiferroic nanocomposites with grain to grain epitaxy-like feature comprising of Ba0.85Ca0.15Zr0.1Ti0.9O3 (BCZT)/CoFe2O4 (CFO)/BCZT layers were deposited on Pt/TiO2/SiO2/Si substrates by pulsed laser deposition. To enhance strain coupling between the phases, vertically ordered continuous nanostructures with grain to grain epitaxy-like feature was achieved by careful choice of material and optimized growth conditions. The columnar grains between the BCZT/CFO and CFO/BCZT interface were optimized such that every column grew in an epitaxy-like growth with grain-over grain crystallographic relation even at nanoscale. Grain to grain epitaxy was evident from TEM analysis (inverse FFT analysis). Elastic strain coupling present between various vibrational modes of BCZT and CFO was confirmed by cross-sectional Raman studies. Ferroelectric polarization of 10 μC/cm2 and out-of-plane remnant magnetization (40emu/cc) was observed in the columnar structure. The morphologically coherent columnar structure of both the phases and the epitaxial registry at the interface of the composite significantly enhanced the strain coupling between the ferroelectric/ferromagnetic phases, which is evident from the magneto-dielectric studies with a 21% change in dielectric constant and the magneto-electric(ME) coefficients (620-840 mV/cm·Oe). The ME values indicate the existence of high elastic strain coupling in continuous columnar structures compared with granular structures with an incoherent interface. Enhanced magneto-electric coupling in these types of nanostructures can be of great potential in realizing devices like actuators and sensors. ©