Ferroelectric/antiferroelectric thin/thick films with large electrocaloric (EC) effect in a broad operational temperature range are very attractive in solid-state cooling devices. We demonstrated that a large positive electrocaloric (EC) effect (maximum ΔT ~ 20.7 K) in a broad temperature range (~ 110 K) was realized in Pb0.97La0.02(Zr0.65Sn0.3Ti0.05)O3 (PLZST) relaxor antiferroelectric (AFE) thin film prepared using a sol-gel method. The large positive EC effect may be ascribed to the in-plane residual thermal tensile stress during the layer-by-layer annealing process, and the high-quality film structure owing to the utilization of the LaNiO3/Pt composite bottom electrode. The broad EC temperature range may be ascribed to the great dielectric relaxor dispersion around the dielectric peak because of the coexistence of nanoscale multiple FE and AFE phases. Moreover, a large pyroelectric energy density (6.10 Jcm−3) was harvested by using an Olsen cycle, which is much larger than those (usually less than 10− Jcm−3) obtained by using direct thermal-electrical, Stirling and Carnot cycles, etc. These breakthroughs enable the PLZST thin film an attractive multifunctional material for applications in modern solid-state cooling and energy harvesting.