Epitaxial heterostructures of CoFe(2)O(4)/LaTiO(3)/LaAlO(3) have been successfully prepared by using the pulsed laser deposition technique. The magnetoresistance (MR) of the samples is negative and linear with field at H≥2 T, exhibiting no dependence on field directions. Nevertheless, when H<2 T, the MR is negative in a field parallel to the sample plane, but positive in that along the film normal. This novel observed anisotropic MR is explained in terms of the magnetic anisotropy in the ferrimagnetic layer, as well as the magnetoelastic coupling between the two. In fields of different directions, the top CoFe(2)O(4) layer contracts or expands in the sample plane due to the significant magnetostriction effect, changing its resistance accordingly and exerting compressive or tensile strains on the bottom LaTiO(3) layer. Apparently the orbital status and the one-electron bandwidth in the LaTiO(3) layer are altered, which leads to a change in resistance.