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This report is on magneto-electric (ME) interactions in bulk composites with coaxial fibers of nickel–zinc ferrite and PZT. The core–shell fibers of PZT and Ni1−xZnxFe2O4 (NZFO) with x = 0–0.5 were made by electrospinning. Both kinds of fibers, either with ferrite or PZT core and with diameters in the range of 1–3 μm were made. Electron and scanning probe microscopy images indicated well-formed fibers with uniform core and shell structures and defect-free interface. X-ray diffraction data for the fibers annealed at 700–900 °C did not show any impurity phases. Magnetization, magnetostriction, ferromagnetic resonance, and polarization P versus electric field E measurements confirmed the ferroic nature of the fibers. For ME measurements, the fibers were pressed into disks and rectangular platelets and then annealed at 900–1000 °C for densification. The strengths of strain-mediated ME coupling were measured by the H-induced changes in remnant polarization Pr and by low-frequency ME voltage coefficient (MEVC). The fractional change in Pr under H increased in magnitude, from +3% for disks of NFO–PZT to −82% for NZFO (x = 0.3)-PZT, and a further increase in x resulted in a decrease to a value of −3% for x = 0.5. The low-frequency MEVC measured in disks of the core–shell fibers ranged from 6 mV/cm Oe to 37 mV/cm Oe. The fractional changes in Pr and the MEVC values were an order of magnitude higher than for bulk samples containing mixed fibers with a random distribution of NZFO and PZT. The bulk composites with coaxial fibers have the potential for use as magnetic field sensors and in energy-harvesting applications.