In the past decades, mesocrystal, a kind of nanocrystals with specific crystallographic orientation, has drawn a lot of attention due to its intriguing functionalities. While the research community keeps searching for new mesocrystal systems, it is equally crucial to develop new approaches to tune the properties of mesocrystals. In this work, a self-organized two-dimensional mesocrystal composed of highly oriented CoFe2O4 (CFO) nano-crystals with assistance of different perovskite matrices is studied as a model system. We have demonstrated that the strain state and corresponding magnetic properties of the CFO mesocrystal can be modulated by changing the surrounding perovskite matrix through their intimate structural coupling. Interestingly, this controllability is more strongly correlated to the competition of bonding strength between the matrices and the CFO mesocrystals rather than the lattice mismatch. When embedded in a matrix with a higher melting point or stiffness, the CFO mesocrystal experiences higher out-of-plane compressive strain and shows a stronger magnetic anisotropy as well as cation site-exchange. Our study suggests a new pathway to tailor the functionalities of mesocrystals.