Epitaxial BaZrxTi1−xO3 (BZT) thin films with a Zr content between x=0 and x=0.3 are grown by pulsed laser deposition on (001)‐oriented SrTiO3 single crystals utilizing a conducting SrRuO3 buffer layer and Pt top electrodes. An undisturbed epitaxial growth with a smooth and homogeneous surface structure is obtained for all Zr containing films, whereas some preferentially growing grains and twins are observed for pure BaTiO3 films. Temperature‐dependent measurements of the relative permittivity suggest a diffuse phase transition. The temperature of the maximum permittivity as well as the electrical polarizability at room temperature decrease with increasing Zr content. The observed frequency dependence suggests relaxor ferroelectric properties for all Zr‐containing films. The indirectly determined electrocaloric responses are considerably lower compared to thick films, which is primarily attributed to the diffuse character of the phase transition. A maximum adiabatic temperature change of about 0.3 K for an electric field change of 170 kV cm−1 is found for BaZr0.2Ti0.8O3.