As a promising functional material, ferroelectric Pb(ZrxTi1−x)O3 (PZT) are widely used in many optical and electronic devices. Remarkably, as the film thickness decreases, the materials’ properties deviate gradually from those of solid materials. In this work, multilayered PZT thin films with different thicknesses are fabricated by Sol-Gel technique. The thickness effect on its microstructure, ferroelectric, and optical properties has been studied. It is found that the surface quality and the crystalline structure vary with the film thickness. Moreover, the increasing film thickness results in a significant increase in remnant polarization, due to the interfacial layer effect. Meanwhile, the dielectric loss and tunability are strongly dependent on thickness. In terms of optical properties, the refractive index of PZT films increase with the increasing thickness, and the photorefractive effect are also influenced by the thickness, which could all be related to the film density and photovoltaic effect. Besides, the band gap decreases as the film thickness increases. This work is significant for the application of PZT thin film in optical and optoelectronic devices.