The strong strain-mediated magnetoelectric (ME) coupling found in thin-film ME heterostructures has attracted an ever-increasing interest and enables realization of a great number of integrated multiferroic devices, such as magnetometers, mechanical antennas, RF tunable inductors and filters. This paper first reviews the thin-film characterization techniques for both piezoelectric and magnetostrictive thin films, which are crucial in determining the strength of the ME coupling. After that, the most recent progress on various integrated multiferroic devices based on thin-film ME heterostructures are presented. In particular, rapid development of thin-film ME magnetometers has been seen over the past few years. These ultra-sensitive magnetometers exhibit extremely low limit of detection (sub-pT/Hz1/2) for low-frequency AC magnetic fields, making them potential candidates for applications of medical diagnostics. Other devices reviewed in this paper include acoustically actuated nanomechanical ME antennas with miniaturized size by 1–2 orders compared to the conventional antenna; integrated RF tunable inductors with a wide operation frequency range; integrated RF tunable bandpass filter with dual H- and E-field tunability. All these integrated multiferroic devices are compact, lightweight, power-efficient, and potentially integrable with current complementary metal oxide semiconductor (CMOS) technology, showing great promise for applications in future biomedical, wireless communication, and reconfigurable electronic systems.