The first search for double electron capture (2ε) and electron capture with positron emission (εβ+) of 162Er to the ground state and to several excited levels of 162Dy was realized with 326 g of highly purified erbium oxide. The sample was measured over 1934 h by the ultra-low background HP Ge γ spectrometer GeCris (465 cm3) at the Gran Sasso underground laboratory. No effect was observed, the half-life limits were estimated at the level of yr. A possible resonant 0ν KL1 capture in 162Er to the 2+ 1 782.7 keV excited state of 162Dy is restricted as T1/2 ≥ 5.0 × 1017 yr at 90% C.L. A new improved half-life limit T1/2 ≥ 4.1 × 1017 yr was set on the 2β− decay of 170Er to the 2+ 84.3 keV first excited state of 170Yb.