The (1-x)(K0.5Na0.5NbO3-LiSbO3-BiFeO3)-xCuFe2O4 (x=0.1, 0.2, 0.3 and 0.4) magnetoelectric composite ceramics are prepared by the conventional solid-state reaction method. The microstructures and properties of the composite ceramics are characterized by X-ray diffractometer, scanning electron microscope and magnetoelectric coupling coefficient meter. The weak ionic interdiffusions between the phases K0.5Na0.5NbO3-LiSbO3-BiFeO3 and CuFe2O4 are observed and their particle sizes are well matched between each other. With the increase of CuFe2O4 content, the piezoelectric coefficient (d33) of the composite ceramics decreases from 130 pC/N to 30 pC/N and the magnetostriction coefficient (-λ) increases from 4.5×10-6 to 12.4×10-6. The magnetoelectric coupling coefficient (αE) of the composite ceramics first increases and then decreases with the CuFe2O4 content increasing. When the composition x=0.3, a maximum value of αE=9.4 mV·cm-1·Oe-1 is achieved.