Herein, the internal stress is regulated to enhance the electrocaloric effect (ECE) of the BaZr0.2Ti0.8O3-2 wt% LiCO3 (2BLZT) thick films. The internal stress in 2BLZT thick films is inversely proportional to increased grain size. XRD Rietveld refinements reveal an increased fraction of ferroelectric R3m phase with the enlarged grain size, resulting in larger polarization and EC strength. A maximum ΔT of 1.88 K is achieved at 150 kV/cm. Furthermore, the 2BLZT ceramics with multilayer structure (2BLZT MLCs) are prepared, which can withstand a high field of 250 kV/cm and achieve a ΔT of 1.2 K. These performances are higher than that of 2BLZT bulks with the same effective working medium. Moreover, the required voltage to produce the same ΔT of 0.6 K is reduced from 1920 V for the bulks to 440 V for the MLCs. This work provides a strategy for designing high-ECE lead-free thick films and MLCs.