Due to the great demand for global energy consumption, electro‐thermal energy interconversion has drawn great attention. Ferroelectrics as promising candidates realize energy conversion through pyroelectric and electrocaloric effects, but their efficiency is not sufficiently high. Herein, using phase‐field simulations, it is demonstrated that superlattices with polar topologies tend to have various polarization behaviors, and the antiferroelectric‐ to paraelectric‐like phase transition induces a large polarization change and thus a high pyroelectric response. In KNbO3/KTaO3 superlattices, the pyroelectric energy conversion has a scaled efficiency of 50% and the equivalent ZT of 7.2, and the electrocaloric cooling temperature reaches 40 K. The operation temperature can be tuned by changing the thickness of the superlattice. The results reveal that oxide superlattices are competitive in energy harvesting and conversion, thus creating new application prospects for polar topologies.