Ferroic materials (ferromagnetic, ferroelectric, ferroelastic) usually divide into domains with different orientations of their order parameter. Coupling between different ferroic systems creates new functionalities, for instance the electrical control of macroscopic magnetic properties including magnetization and coercive field. Here we show that ferroelastic domains can be used to control both magnetic order and magnetization direction at the nanoscale with a voltage. We use element-specific X-ray imaging to map the magnetic domains as a function of temperature and voltage in epitaxial FeRh on ferroelastic BaTiO3. Exploiting the nanoscale phase-separation of FeRh, we locally interconvert between ferromagnetic and antiferromagnetic states with a small electric field just above room temperature. Imaging and ab initio calculations show the antiferromagnetic phase of FeRh is favoured by compressive strain on c-oriented BaTiO3 domains, and the resultant magnetoelectric coupling is larger and more reversible than previously reported from macroscopic measurements. Our results emphasize the importance of nanoscale ferroic domain structure and the promise of first-order transition materials to achieve enhanced coupling in artificial multiferroics.