The electric field control of magnetization in both (100)- and (011)-Pr0.7Sr0.3MnO3/Pb(Mg1/3Nb2/3)0.7Ti0.3O3(PSMO/PMN-PT) heterostructures were investigated. It was found that the in-plane isotropic strain induced by electric field only slightly reduces the magnetization at low temperature in (100)-PSMO/PMN-PT film. On the other hand, for (011)-PSMO/PMN-PT film, the in-plane anisotropic strain results in in-plane anisotropic, nonvolatile change of magnetization at low-temperature. The magnetization, remanence and coercivity along in-plane [100] direction are suppressed by the electric field while the ones along [01-1] direction are enhanced, which is ascribed to the extra effective magnetic anisotropy induced by the electric field via anisotropic piezostrains. More interestingly, such anisotropic modulation behaviors are nonvolatile, demonstrating a memory effect.