Magnetic tunnel junctions (MTJs) are the core element of spintronic devices. Currently, the mainstream writing operation of MTJs is based on electric current with high energy dissipation, and it can be notably reduced if an electric field is used instead. In this regard, it is promising for electric field control of MTJ in the multiferroic heterostructure composed of MTJ and ferroelectrics via strain-mediated magnetoelectric coupling. However, there are only reports on MTJs with in-plane anisotropy so far. Here, we investigate electric field control of the resistance state of MgO-based perpendicular MTJs with easy-cone anisotropic free layers through strain-mediated magnetoelectric coupling in multiferroic heterostructures. A remarkable, nonvolatile, and reversible modulation of resistance at room temperature is demonstrated. Through local reciprocal space mapping under different electric fields for Pb(Mg1/3Nb2/3)0.7Ti0.3O3 beneath the MTJ pillar, the modulation mechanism is deduced. Our work represents a crucial step toward electric field control of spintronic devices with non-in-plane magnetic anisotropy.