In this work, we fabricated the RE2O2SO4 (RE = Gd, Tb, Dy and Ho) oxides by thermal decomposition and systematically determined regarding their structural and magnetic properties, especially of the magnetic phase transition (MPT) and magnetocaloric effect (MCE). All of these RE2O2SO4 oxides are confirmed to crystallize in an orthogonal structure (space group: pmnb); the constituting elements are all distributed uniformly and presented as the RE3+, S6+, and O2− valence states, respectively. They all exhibit a typical cryogenic MPT from paramagnetic to antiferromagnetic (AFM) state together with a field-induced metamagnetic transition (first-order type MPT) from AFM to ferromagnetic state below their MPT temperatures. All of these RE2O2SO4 oxides exhibit considerable direct and inverse cryogenic MCE. The determined direct magnetocaloric parameters of present RE2O2SO4 oxides, especially of Gd2O2SO4 and Ho2O2SO4 oxides, are comparable with most of recently reported RE-based magnetic solids, making them also considerable for practical cryogenic MR applications.