We propose a characterization method based on modulated thermoreflectance technique for measuring directly the electrocaloric (EC) effect. First, the EC response in BaTiO3-based multilayer capacitors (MLC) with Y5V specification was measured using thermoreflectance set-up. Further, the direct measurement method was implemented on P(VDF-TrFE) 55/45 thin films deposited on flexible PET substrate, where the frequency dependence of the EC response in these films was investigated. It was noted that the P(VDF-TrFE) EC temperature responses depend on the operation voltage frequency, thus we considered three frequency ranges using square voltage waveform. Three distinct types of EC temperature variation responses were observed depending on the waveform frequency range. In addition, the EC temperature variation of the thin film with a thickness of 1.4 µm was measured via thermoreflectance. The data reveal a large EC effect occurring at room temperature where a temperature change ΔT = 1.14°C was induced under a field of 82 MV/m.