Pyroelectric materials are very promising for thermal energy harvesting applications. To date, lead‐based systems are the foremost studied materials in this field. A facile and simple metal organic chemical vapor deposition route is applied for the fabrication of lead‐free, high quality, epitaxial Bi(1−x)DyxFeO3 (x = 0, 0.06, 0.08, 0.11) thin films deposited on conductive SrTiO3:Nb (100) single crystal substrates. The films are studied by structural, morphological, compositional, and functional characterization. The correlation between the Dy‐doping amount and the dielectric properties is thoroughly investigated. Unipolar polarization–electric field loops and permittivity measurements show the important impact of Dy on ferroelectric, dielectric, and pyroelectric properties. Dy doping increases considerably the dielectric response, but much more the pyroelectric coefficient, up to a concentration of 8% Dy. The films are self‐poled, which is an ideal situation for pyroelectric applications. The best figure of merit for pyroelectric energy harvesting, FE, is 82 J m−3 K−2, showing a factor increase of 2.6 as compared to the undoped film of the sample series. It constitutes a factor 4.5 improvement as compared to previous results obtained on BiFeO3 based thin films.