Two-dimensional (2D) multiferroics with magnetoelectric coupling combine the magnetic order and electric polarization in a single phase, provide a cornerstone for constructing high-density information storages and low-energy-consumption spintronic devices. The strong interactions between various order parameters are crucial for realizing such multifunctional applications, nevertheless, this criterion is rarely met in classical 2D materials at room-temperature. Here we design an ingenious space-confined chemical vapor deposition strategy to synthesize atomically thin non-layeredε-Fe2O3single crystals and disclose the room-temperature long-range ferrimagnetic order. Interestingly, the strong ferroelectricity and its switching behavior are unambiguously discovered in atomically thinε-Fe2O3, accompanied with an anomalous thickness-dependent coercive voltage. More significantly, the robust room-temperature magnetoelectric coupling is uncovered by controlling the magnetism with electric field and verifies the multiferroic feature of atomically thinε-Fe2O3. This work not only represents a substantial leap in terms of the controllable synthesis of 2D multiferroics with robust magnetoelectric coupling, but also provides a crucial step toward the practical applications in low-energy-consumption electric-writing/magnetic-reading devices.