Memory effect of electric-field control on magnetic behavior in magnetoelectric composite heterostructures has been a topic of interest for a long time. Although the piezostrain and its transfer across the interface of ferroelectric/ferromagnetic films are known to be important in realizing magnetoelectric coupling, the underlying mechanism for nonvolatile modulation of magnetic behaviors remains a challenge. Here, we report on the electric-field control of magnetic properties in wide-band (011)-Pr0.7Sr0.3MnO3/0.7Pb(Mg1/3Nb2/3)O3-0.3PbTiO3 heterostructures. By introducing an electric-field-induced in-plane anisotropic strain field during the cooling process from room temperature, we observe an in-plane anisotropic, nonvolatile modulation of magnetic properties in a wide-band Pr0.7Sr0.3MnO3 film at low temperatures. We attribute this anisotropic memory effect to the preferential seeding and growth of ferromagnetic (FM) domains under the anisotropic strain field. In addition, we find that the anisotropic, nonvolatile modulation of magnetic properties gradually diminishes as the temperature approaches FM transition, indicating that the nonvolatile memory effect is temperature dependent. By taking into account the competition between thermal energy and the potential barrier of the metastable magnetic state induced by the anisotropic strain field, this distinct memory effect is well explained, which provides a promising approach for designing novel electric-writing magnetic memories.