Magnetoelectric coupling is the material based coupling between electric and magnetic fields without recurrence to electrodynamics. It can arise in intrinsic multiferroics as well as in composites. Intrinsic multiferroics rely on atomistic coupling mechanisms, or coupled crystallographic order parameters, and even more complex mechanisms. They typically require operating temperatures much below T = 0°C in order to exhibit their coupling effects. Room temperature applications are thus excluded. Consequently, composites have been designed to circumvent this limitation. They rely on field coupling between magnetostrictive and piezoelectric materials or in more advanced scenarios on quantum coupling in between both phases.This overview will describe experimental techniques and their particular limitations in accessing these coupling phenomena at different scales. Strain coupling is the dominant coupling mechanism at the macroscale as well as down to the micrometer. At the nanoscale more subtle effects can arise and some care has to be taken when investigating local coupling at interfaces using scanning probe techniques, e. g. due to semiconductor effects, field screening, or gradient and surface effects. At the smallest length scale atomic or molecular coupling can be tested using X‐ray dichroism or probe atoms like 57Fe in Mössbauer spectroscopy. We display a selection of measuring techniques at the different scales and outline possible pitfalls for experimentalists as well as theoreticians when using material parameters extracted from such experimental work. (© 2015 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)