Voltage control of magnetic anisotropy (VCMA) in magnetic heterostructures is a key technology for achieving energy-efficiency electronic devices with ultralow power consumption. Here, we report the first demonstration of the VCMA effect in novel epitaxial Ru/Co2FeAl(CFA)/MgO heterostructures with interfacial perpendicular magnetic anisotropy (PMA). Perpendicularly magnetized tunnel junctions with the structure of Ru/CFA/MgO were fabricated and exhibited an effective voltage control on switching fields for the CFA free layer. Large VCMA coefficients of 108 and 139 fJ/Vm for the CFA film were achieved at room temperature and 4 K, respectively. The interfacial stability in the heterostructure was confirmed by repeating measurements. Temperature dependences of both the interfacial PMA and the VCMA effect were also investigated. It is found that the temperature dependences follow power laws of the saturation magnetization with an exponent of ~2, where the latter is definitely weaker than that of conventional Ta/CoFeB/MgO. The significant VCMA effect observed in this work indicates that the Ru/CFA/MgO heterostructure could be one of the promising candidates for spintronic devices with voltage control.