We report that Cu9O2(SeO3)4Cl6 is a new multiferroic compound. Comprehensive studies of this compound have been carried out on single crystals as well as polycrystalline samples. Magnetic susceptibility χ and specific heat C with Hâ¥ c axis both reveal an anomaly at TN=37K associated with the long-range antiferromagnetic order. However, no signature of this phase transition is seen with the Hâ¥ b axis, providing evidence of the anisotropic nature of its magnetic properties. The results of χ measurements are consistent with the temperature evolution of the intensity of magnetic reflections from the neutron diffraction experiments. The magnetic structure derived from neutron scattering measurements shows that half of the Cu(5) ions carry no moments. Furthermore, an anomaly in the dielectric constant near TN and observable magnetoelectric coupling below TN are found. At high temperatures, a dielectric peak at TE=267K is identified with no measurable spontaneous polarization below TE, thereby suggesting an antiferroelectric order. A steplike anomaly seen in χ(T) at TE hints the weak spin-lattice coupling. Concomitantly, high-resolution temperature-dependent synchrotron x-ray diffraction experiments elucidate a local structural distortion at TE.