Electrocaloric (EC) refrigeration technologies of ferroelectrics have given rise to significant improvement of environmental problems. Anisotropy of the electrocaloric effect (ECE), as a hopefully effective method to promote EC properties, needs further investigation because of the unclear promotional mechanism of anisotropic domain responses on the ECE. Here, we achieve a significantly enhanced ECE of anisotropic bulk KTa 1−x Nb x O 3 (KTN) single crystals and reveal the promotional mechanism of anisotropic ECE induced by switching of different domain structures. The adiabatic temperature change (ΔT) of KTN along the [111] C direction is improved by nearly 120% compared with that of KTN along [001] C . Simultaneously, a large EC strength (ΔT/ΔE) of 0.33 K mm kV −1 is obtained along the [111] C direction under a low driving electric field. Furthermore, we illuminate that the coexistence of like-orthogonal configurations and tetragonal structures induced by the electric field leads to much higher disorder along the [111] C direction than the other two directions. Additionally, free energy with triple potential wells is formed because of the like-multiphase coexistence by simulation, which is fundamentally responsible for the larger ΔT of [111] C .The study of revealing the impact on the ECE from anisotropic domain responses provides an effective approach to promote EC performance of ferroelectrics with pronounced anisotropy (perovskites, Aurivillius phase, tungsten bronzes, etc).