We investigate the formation of a new type of composite topological excitation-the Skyrmion-vortex pair (SVP)-in hybrid systems consisting of coupled ferromagnetic and superconducting layers. Spin-orbit interaction in the superconductor mediates a magnetoelectric coupling between the vortex and the Skyrmion, with a sign (attractive or repulsive) that depends on the topological indices of the constituents. We determine the conditions under which a bound SVP is formed and characterize the range and depth of the effective binding potential through analytical estimates and numerical simulations. Furthermore, we develop a semiclassical description of the coupled Skyrmion-vortex dynamics and discuss how SVPs can be controlled by applied spin currents.