The coexistence of cluster glass with long-range antiferromagnetic order in the relaxor ferroelectric PbFe 0.5 Nb 0.5 O3 is elucidated. While the transition at T(N) = 153 K on the infinite antiferromagnetic cluster induces 3m symmetry with large EH2 magnetoelectric response, the disconnected subspace of isolated Fe3+ ions and finite clusters accommodates the cluster glass below T(g) = 10.6 K with field-induced m' symmetry and EH-type magnetoelectric response. Critical slowing-down, memory and rejuvenation after aging, occurrence of a de Almeida-Thouless phase line, and stretched exponential relaxation of remanence corroborate the glass nature.