We propose and analyze a discretization scheme that combines the discontinuous Petrov-Galerkin and finite element methods. The underlying model problem is of general diffusion-advection-reaction type on bounded domains, with decomposition into two sub-domains. We propose a heterogeneous variational formulation that is of the ultra-weak (Petrov-Galerkin) form with broken test space in one part, and of Bubnov-Galerkin form in the other. A standard discretization with conforming approximation spaces and appropriate test spaces (optimal test functions for the ultra-weak part and standard test functions for the Bubnov-Galerkin part) gives rise to a coupled DPG-FEM scheme. We prove its well-posedness and quasi-optimal convergence. Numerical results confirm expected convergence orders.