Temperature- and electric-field-induced structural transitions in a polydomain ferroelectric can have profound effects on its electrothermal susceptibilities. Here, the role of such ferroelastic domains on the pyroelectric and electrocaloric response is experimentally investigated in thin films of the tetragonal ferroelectric PbZr_0.2 Ti_0.8 O₃ . By utilizing epitaxial strain, a rich set of ferroelastic polydomain states spanning a broad thermodynamic phase space are stabilized. Using temperature-dependent scanning-probe microscopy, X-ray diffraction, and high-frequency phase-sensitive pyroelectric measurements, the propensity of domains to reconfigure under a temperature perturbation is quantitatively studied. In turn, the "extrinsic" contributions to pyroelectricity exclusively due to changes between the ferroelastic domain population is elucidated as a function of epitaxial strain. Further, using highly sensitive thin-film resistive thermometry, direct electrocaloric temperature changes are measured on these polydomain thin films for the first time. The results demonstrate that temperature- and electric-field-driven domain interconversion under compressive strain diminish both the pyroelectric and the electrocaloric effects, while both these susceptibilities are enhanced due to the exact-opposite effect from the extrinsic contributions under tensile strain.