We report broadband dielectric spectra of the non-Kramers hexaaluminate PrMgAl\textsubscript{11}O\textsubscript{19}, revealing a pronounced interplay between permittivity and magnetization at cryogenic temperatures. The zero-field dielectric response follows a Barrett-type quantum-paraelectric form, while a broad dielectric anomaly near \SI{5}{K} shows a complex field dependence that mirrors the multi-hump behavior of the magnetic specific heat, evidencing robust magnetoelectric coupling. The inverse permittivity scales linearly with , consistent with a biquadratic term in a Landau framework. Fits yield temperature-dependent coupling constant that decreases with heating from ( (at 5,K) to (at 10,K), reflecting the thermal population of low-lying energy levels of Pr. Consistently, the uniaxial thermal expansion develops an additional low-temperature hump below that is progressively suppressed by magnetic field, recovering an approximately saturated response by \SI{9}{T}. These results identify PrMgAl\textsubscript{11}O\textsubscript{19} as a paradigmatic non-Kramers hexaaluminate where quantum paraelectricity and magnetoelectric interactions are intrinsically entangled, establishing hexaaluminates as a tunable platform for magnetoelectric physics in frustrated quantum materials.

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