To investigate the impact of mechanical stress on their ferroelectric properties, polycrystalline (Hf0.5Zr0.5)O2 thin films were deposited on (111)Pt-coated SiO2, Si, and CaF2 substrates with thermal expansion coefficients of 0.47, 4.5, and 22 × 10−6/ °C, respectively. In-plane X-ray diffraction measurements revealed that the (Hf0.5Zr0.5)O2 thin films deposited on SiO2 and Si substrates were under in-plane tensile strain and that their volume fraction of monoclinic phase decreased as this strain increased. In contrast, films deposited on CaF2 substrates were under in-plane compressive strain, and their volume fraction of monoclinic phase was the largest among the three kinds of substrates. The maximum remanent polarization of 9.3 μC/cm2 was observed for Pt/(Hf0.5Zr0.5)O2/Pt/TiO2/SiO2, while ferroelectricity was barely observable for Pt/(Hf0.5Zr0.5)O2/Pt/TiO2/SiO2/CaF2. This result suggests that the in-plane tensile strain effectively enhanced the ferroelectricity of the (Hf0.5Zr0.5)O2 thin films.