Flexible and free standing magnetoelectric polymer nanocomposite electrospun membranes, which exhibit both ferroelectric and magnetic orderings simultaneously, are fabricated. CoFe₂O₄ nanoparticles of different weight percentages are embedded as fillers in poly (vinylidene fluoride) (PVDF) matrix. The percentage of electroactive β phase is analysed using XRD and FTIR studies. Investigations on the effect of filler on the structural, functional, morphological properties are discussed. CoFe₂O₄ content in PVDF plays a main role in controlling the α and β phase conformations and makes significant effect on the ferroelectric and ferromagnetic properties of PVDF/CoFe₂O₄ membranes. The domain switching behaviour of these ferroelectric membranes is confirmed through DC-EFM studies. In addition to the coexistence of ferroelectric and ferromagnetic orderings, the cross coupling between them have been proved.