Anisotropic magnetoresistance (AMR) effect in Pt/YIG system where only Pt contributed to charge transport causes much attentions. Chien regarded that the Pt has been magnetized by the YIG due to magnetic proximity effect (MPE). In contrast, Saitoh proposed a new mechanism entitled as spin Hall magnetoresistance (SMR) to explain the AMR in Pt/YIG. The key of SMR is the spin current generated by SHE which is then injected into the YIG, and a part of spin current is absorbed by YIG due to the spin transfer torque, while the rest reflected back to Pt, which could enhance the conductivity of Pt. The absorption is maximized or minimized when the magnetization is perpendicular or parallel to the spin direction, therefore the resistance of Pt is affected by the magnetization of YIG. In our work, CoFe2O4 film was used to replace YIG to recheck the universality and possible origins of this system. It is worth noting that the CoFe2O4 we used were thin films, which are beneficial for large scale integrated circuit applications. Pulse laser deposition and magnetron sputtering techniques have been employed to prepare MgO(001)//CoFe2O4/Pt samples. Cross-section TEM confirmed that the CoFe2O4 film crystal epitaxially grew along the (001) direction, and field dependence of magnetization and transport measurement confirmed its ferrimagnetism and insulation.