Pure bismuth ferrite (BiFeO3, BFO) and ZnO thin films, as well as BFO/ZnO and ZnO/BFO composite thin films were successfully deposited by a sol-gel process on Pt/Ti/SiO2/Si and FTO/glass substrates, respectively. The chemical composition, surface morphology, optical properties, and multiferroicity were systematically investigated. X-ray diffraction and electron microscopy measurements were used to determine the crystalline phase and to analyze the surface morphology. Evidently, the absorption edges of both BFO/ZnO and ZnO/BFO films show a redshift, broadening the absorption range. The leakage current density decreases with the introduction of ZnO, and the ferroelectricity was significantly improved of the bilayers. Thereinto, BFO/ZnO and ZnO/BFO show the highest saturate polarization (2P
s) of 46.7 μc/cm2 and the maximum remanent polarization (2P
r) of 18.5 μc/cm2, respectively. Meanwhile, the magnetization measurement revealed that both BFO/ZnO and ZnO/BFO exhibiting an enhanced magnetization, especially, BFO/ZnO displays the highest saturation magnetization (2M
s, 68.87 emu/cm3) and remanent magnetization (2M
r, 4.87 emu/cm3).