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In the present study, we diluted either A- or B- sublattice of perovskite multiferroic PbFe0.5Nb0.5O3 (PFN) and studied the changes of the magnetic and ferroelectric phase transition temperatures and dielectric properties caused by such dilution. Dielectric studies of PFN single crystals show that, in contrast to the commonly adopted view, the ferroelectric phase transition in PFN is non-diffused and the relaxor-like behavior usually observed in ceramic samples has an extrinsic nature. A-site substitutions (Ba, Ca) lead to the smearing of the permittivity-temperature maximum, lowering its maximum temperature, Tm and inducing relaxor behavior. B-site diluting of PFN by Ti increases Tm and only slightly affects the permittivity maximum diffuseness. Both A-site and B-site substitutions in PFN lead to lowering of its Neel temperature, TN. However, above a certain compositional threshold, fast lowering of TN stops and a new magnetic state with comparatively high (~50K) transition temperature becomes stable in a rather wide compositional range.