Heterostructures of superconducting and ferromagnetic materials are of fundamental interest because of the mutual interaction of antagonistic kinds of ordering at the S-F interface. Normally, the superconducting transition temperature Tc should be strongly suppressed at the S-F interface owing to the penetration of Cooper pairs into the ferromagnetic side. Nevertheless, constructive interactions between S and F orders have been suggested to occur via the modification of ferromagnetic order by the superconducting state. This may induce an inhomogeneous magnetic state, often called a cryptoferromagnetic state, and the relevant domain wall effect, which will lead to a local decrease of the pair-breaking parameter. However, the domain wall effect, even if it exists, is quite subtle from the experimental view point and is normally difficult to observe. Here we show that the defect-related d0 ferromagnetism in MgO and the superconductivity in MgB2 do not antagonize, but rather enhance the superconducting transition temperature Tc to any significant degree. We found in superconducting MgB2-d0 ferromagnetic MgO composites that the superconducting transition proceeds in two steps. The first at the S-F interface, between 110-120 K, then in the rest of the bulk at 39 K, which is the Tc of single phase MgB2 superconductor. Moreover, the additional transition emerges at 60 K at the S-F interface especially in the ferromagnetic side, showing a spin-glass-like magnetic state. Our findings reveal that the proximity effect in the superconductor-d0 ferromagnet heterostructures will provide the knowledge and basis to enhance the Tc value of the existing superconductors.