Van der Waals (vdW) magnet heterostructures have emerged as new platforms to explore exotic magnetic orders and quantum phenomena. Here, we study heterostructures of layered antiferromagnets, CrI₃ and CrCl₃, with perpendicular and in-plane magnetic anisotropy, respectively. Using magneto-optical Kerr effect microscopy, we demonstrate out-of-plane magnetic order in the CrCl₃ layer proximal to CrI₃, with ferromagnetic interfacial coupling between the two. Such an interlayer exchange field leads to higher critical temperature than that of either CrI₃ or CrCl₃ alone. We further demonstrate significant electric-field control of the coercivity, attributed to the naturally broken structural inversion symmetry of the heterostructure allowing unprecedented direct coupling between electric field and interfacial magnetism. These findings illustrate the opportunity to explore exotic magnetic phases and engineer spintronic devices in vdW heterostructures.