Nb-doped lead zirconate titanate (PZT) films with up to 12 at. % of Nb were co-sputtered from oxide PZT and metallic Nb targets at a substrate temperature of 600 °C. Up to 4 at. % of Nb was doped into the perovskite structure with the formation of B-site cation vacancies for charge compensation. The preferential (111) PZT orientation decreased with Nb-doping within the solid solution region. The ferroelectric response of the films was affected by the large values of the internal field present in the samples (e.g., −84.3 kV cm−1 in 12 at. % Nd doped films). As-deposited unpoled films showed large values of the pyroelectric coefficient due to self-poling. The pyroelectric coefficient increased with Nb-doping and showed a complex dependence on the applied bias. The photovoltaic effect was observed in the films. The value of the photocurrent increased with the A/B ratio. The combined photovoltaic–pyroelectric effect increased the values of the measured current by up to 47% upon light illumination