Compared to the bulky ceramic counterparts, antiferroelectric (AFE) thin films exhibit higher energy-storage performance. It has been demonstrated that the performance of the AFE thin films is strongly affected by the thickness. However, possible changes in the phase structures and microstructures accompanied by varying thicknesses have been less known, which makes it hard to fully understand the physical insight of the thickness effect. Herein, we fabricate a series of PbZrO3 (PZ) thin films by chemical solution deposition whose thickness is approximately proportional to the number of deposition layers, i.e., one to four layers with each layer of about 60 nm in thickness. The detailed structural characterization has been performed by using x-ray diffraction, a scanning electron microscope, and a transmission electron microscope. The films are composed of nanorods oriented normal to the films in which each nanorod maintains single crystalline though segmented by the horizontal interfaces between each of the two neighboring layers, suggesting nearly perfect epitaxy during multilayer growth. The multidomain state is found in three-/four-layer PZ thin films while the one-/two-layer PZ films always present a monodomain state. Meanwhile, incommensurate phases with different modulation periods have been observed in the four-layer PZ films. By comparing the as-observed structural features with the measured electrical properties of different films, it seems that microstructural evolution with the film thickness should not be negligible in evaluating the structure–property relation of PZ-based thin films.