Phase transitions in ferroelectric materials are always accompanied by mechanical property variations; thus, besides the dielectric measurement, the measurement of mechanical properties can also be used to study the phase transition process in ferroelectrics. In this work, the temperature-dependent Young’s modulus, shear modulus, and the related internal frictions of unpoled and poled lead titanate zirconate (PZT) ceramics (including soft PZT-5H and hard PZT-4) were comparatively measured at tens of kilohertz by using a modified piezoelectric ultrasonic composite oscillator technique (M-PUCOT). It is found that for the unpoled and poled PZT ceramics at Curie temperature (190 °C for PZT-5H and 330 °C for PZT-4), both moduli reach their local minima and both internal frictions exhibit peaks. Below the Curie temperature, the Young’s modulus of the poled PZT is larger than that of the unpoled one, while the tendency of the shear modulus is just the opposite. Above the Curie temperature, both moduli increase quickly and both internal frictions drop quickly, and all the four mechanical parameters of poled PZT coincide with those of the unpoled PZT; they stabilize at about 400 °C for PZT-5H and at about 480 °C for PZT-4. In addition, it is found from the mechanical measurement that poled PZT-5H can be partially depolarized even at 180 °C, slightly below the Curie temperature of 190 °C. The results in this work are very helpful to deeply understand ferroelectric phase transitions, and the M-PUCOT is strongly suggested to measure the temperature-dependent mechanical properties of ferroelectrics.