The magnetocaloric properties of a thin spacer of gadolinium (Gd) between layers of "strong" ferromagnets (relatively high Curie temperatures) are studied experimentally. It is found that, at room temperatures, the magnetocaloric efficiency Delta S/Delta H (Delta S is the isothermal magnetic entropy change and Delta H is the range of applied magnetic fields) of Gd spacer of thickness of 3 nm is up to two orders in magnitude higher than this value in an individual thicker (30 nm) Gd layer. This opens up opportunities for using the magnetocaloric effect in micro(nano)electronics and biomedicine using relatively weak magnetic fields H<1 kOe. The observed increase in the magnetocaloric efficiency is explained by the influence of direct exchange coupling between Gd spacer and its surroundings, which changes the distribution of magnetization in the spacer and, ultimately, its magnetocaloric potential. Keywords: magnetocaloric effect, magnetic heterostructures, exchange coupling at interfaces, Curie temperature.