In order to solve the demand for low-power microcomputers and micro-electro-mechanical system components for continuous energy supply, a magnetic coupling piezoelectric–electromagnetic composite galloping energy harvester (MPEGEH) is proposed. It is composed of a piezoelectric energy harvester (PEH) and an electromagnetic energy harvester (EEH) coupled by magnetic force. The bistable nonlinear magnetic coupling structure improves the output power of the MPEGEH. The advantages and output performance of the MPEGEH are analyzed. The prototype of the energy harvester is made, and the nonlinear output characteristics under different load resistances are analyzed. Through the experiment on the key parameters of the composite energy harvester, it is found that the higher the coupling degree of the two parts of the MPEGEH, the stronger the nonlinear characteristics and the better the output characteristics. The results show that the onset wind velocity and output power of the MPEGEH are better than the classic galloping piezoelectric energy harvester (CGPEH). At the same wind speed, with the increase in the distance d0 between magnets A and B, the output power of both the PEH and the EEH decreases. When d0 is 37 mm, the output power of the EEH is the largest. The distance s0 between magnets B and C has little influence on the output power of the PEH but has a great influence on the EEH. When s0 is 23 mm, the EEH has the best output characteristics. Compared with the CGPEH, the onset wind velocity is reduced by 28%, and the output power is increased by 136% when the wind speed is 11 m/s.