In the present work, (100)-oriented (Pb0.97La0.02)(Zr0.95-xSnxTi0.05)O3 antiferroelectric thick films with x = 0.08, 0.20, and 0.38 were successfully fabricated. These compositions are located in the orthorhombic phase region, the morphotropic phase boundary (MPB), and the tetragonal phase region, respectively. The effects of their phase structure on the electrocaloric effect and the pyroelectric energy harvesting behavior were investigated. A considerable temperature reduction of ΔT = 13, 33, and 27 °C, due to the ferroelectric–antiferroelectric phase transition, was obtained at 25 °C in these thick films for x = 0.08, 0.20, and 0.38, respectively. Moreover, a huge harvested energy density per cycle of W = 3.6, 6.8, and 4.0 J/cm3 was also realized under the experimental condition in the thick films with x = 0.08, 0.20, and 0.38, respectively. These results indicated that both the cooling performance and the pyroelectric energy harvesting in antiferroelectrics could be optimized by the proper phase struct...