The mutual control of the electric and magnetic properties of a multiferroic solid is of fundamental and great technological importance. In this article, the synthesis procedure of La0.2Pb0.7Fe12O19 ceramics was briefly described and the data acquired for the materials characterization is presented. This data article is related to the research article-Acta Mater. 2016, 121, 144 (j.actamat.2016.08.083). Electric polarization hysteresis loop and I-V curve, which help to confirm the ferroelectricity of La0.2Pb0.7Fe12O19 ceramics, were presented. Strong magnetic polarization data was also presented. The great variation of the dielectric constants along with the magnetic field has been presented which helped to demonstrat the giant
magnetocapacitance of La0.2Pb0.7Fe12O19. All the datasets were collected at room temperature. Large ferroelectricity, strong magnetism and colossal magneto-capacitance effect have been all realized in one single phase La0.2Pb0.7Fe12O19 at room temperature.