We investigated temperature‐dependent magnetic and phonon anomalies in epitaxial self‐assembled composite CaCu3Ti4O12–NiFe2O4 films where NiFe2O4 rods embedded in CaCu3Ti4O12 matrix. The temperature evolution of the Raman spectra for pure NiFe2O4 shows usual anharmonic behaviour in the temperature range of 80–300 K, while composite films show significant phonon anomalies in octahedral (O) site (Fe–O) phonon modes around 100 K, where sudden change in magnetic order is observed. The anomalies in A1g (O site) phonon mode position and linewidth of NiFe2O4 indicate lattice deformations around 100 K. It is suggested that spin strongly couples with phonons in magnetoelectric CaCu3Ti4O12–NiFe2O4 nanostructures. Copyright © 2016 John Wiley & Sons, Ltd.