Multiferroic oxide heterostructures consisting of ferromagnetic and ferroelectric components hold the promise for nonvolatile magnetic control via ferroelectric polarization, advantageous for the low-dissipation spintronics. Modern understanding of the magnetoelectric coupling in these systems involves structural, orbital, and magnetic reconstructions at interfaces. Previous works have long proposed polarization-dependent interfacial magnetic structures; however, direct evidence is still missing, which requires advanced characterization tools with near-atomic-scale spatial resolutions. Here, extensive polarized neutron reflectometry (PNR) studies have determined the magnetic depth profiles of PbZr0.2Ti0.8O3/La0.67Sr0.33MnO3 (PZT/LSMO) bilayers with opposite self-polarizations. When the LSMO is 2–3 nm thick, the bilayers show two magnetic transitions on cooling. However, temperature-dependent magnetization is different below the lower-temperature transition for opposite polarizations. PNR finds that the LSMO splits into two magnetic sublayers, but the inter-sublayer magnetic couplings are of opposite signs for the two polarizations. Near-edge X-ray absorption spectroscopy further shows contrasts in both the Mn valences and the Mn–O bond anisotropy between the two polarizations. This work completes the puzzle for the magnetoelectric coupling model at the PZT/LSMO interface, showing a synergic interplay among multiple degrees of freedom toward emergent functionalities at complex oxide interfaces.