The traditional single electromechanical conversion energy harvester can collect energy only in a single vibration direction. Moreover, it requires high environmental vibration frequency, and its output power is low. To solve these problems, a cross-shaped magnetically coupled piezoelectric–electromagnetic hybrid harvester is proposed. The harvester comprised a ring-shaped support frame, a piezoelectric generation structure, and an electromagnetic generation structure. The harvester could simultaneously generate energy piezoelectrically and electrically, in addition, it could generate electricity efficiently at a lower environmental vibration, and it can collect the energy in two vibration directions simultaneously. To verify the effectiveness of the device, we set up a vibration experiment system and conducted comparative experiments about non-magnetically coupled piezoelectric, magnetically coupled piezoelectric, and magnetically coupled piezoelectric–electromagnetic hybrid energy harvesters. The experimental results showed that the output power of the magnetically coupled piezoelectric–electromagnetic hybrid energy harvester was 2.13 mW for the piezoelectric structure and 1.76 mW for the electromagnetic structure under the vibration of single-direction resonant frequency. The total hybrid output power was 3.89 mW. The hybrid harvester could collect vibration energy parallel to the ring in any direction. Furthermore, compared with the non-magnetically coupled piezoelectric energy harvester and the magnetically coupled piezoelectric energy harvester, the output power was increased by 141.6% and 55.6%, respectively.