We report non-volatile electric-field control of magnetism modulation in Fe/Pb(Mg1/3Nb2/3)0.7Ti0.3O3 (PMN-PT) heterostructure by fabricating an epitaxial Fe layer on a PMN-PT substrate using a molecular beam epitaxy technique. The remnant magnetization with a different electric field shows a non-symmetric loop-like shape, which demonstrates a change of interfacial chemistry and a large magnetoelectric coupling in Fe/PMN-PT at room temperature to realize low loss multistate memory under an electric field. Fitting with the angular-dependence of the in-plane magnetization reveals that the magnetoelectric effect is dominated by the direct electric-field effect rather than the strain effect at the interface. The magnetoelectric effect and the induced surface anisotropy are found to be dependent on the Fe film thickness and are linear with respect to the applied electric field.