The direct observation of temperature changes in (Pb,La)(Zr,Ti)O3 (PLZT) (4/90/10), (8/80/20), and (8/70/30) ceramics during cycle of applying and removing electric field were utilized to evaluate their electrocaloric effects. The temperature change under the electric field drew temperature-electric field (T-E) hysteresis loops peculiar to each material. PLZT(4/90/10) ceramics exhibited a double hysteresis peculiar to antiferroelectrics in polarization-electric field (P-E) loops. A temperature drop of −0.07 K due to the application of an electric field of 70 kV/cm was observed directly by measuring the T-E loop. This temperature drop is due to a negative electrocaloric effect. PLZT(8/80/20) and (8/70/30) ceramics exhibited slim P-E loops with constriction and typical ferroelectric loops, respectively. The temperature changes induced by a bipolar switching field of 40 kV/cm in the PLZT(8/80/20) and PLZT(8/70/30) ceramics were both positive 0.22 K. The measured T-E loops had shapes similar to those of the strain-electric field loops in samples of PLZT(8/80/20) and PLZT(8/70/30) ceramics. PLZT(8/80/20) ceramics exhibited their largest electromechanical properties at around 25 °C, and the properties then decreased with increasing temperature.