Orthorhombic GaFeO₃ (o-GFO) with the polar Pna2₁ space group is a prominent ferrite owing to its piezoelectricity and ferrimagnetism, coupled with magnetoelectric effects. Herein, we demonstrate large ferroelectric remanent polarization in undoped o-GFO thin films by adopting either a hexagonal strontium titanate (STO) or a cubic yttrium-stabilized zirconia (YSZ) substrate. The polarization-electric-field hysteresis curves of the polar c-axis-grown o-GFO film on a SrRuO₃/STO substrate show the net switching polarization of ~35 μC cm⁻² with an unusually high coercive field (E_c) of ±1400 kV cm⁻¹ at room temperature. The positive-up and negative-down measurement also demonstrates the switching polarization of ~26 μC cm⁻². The activation energy for the polarization switching, as obtained by density-functional theory calculations, is remarkably high, 1.05 eV per formula unit. We have theoretically shown that this high value accounts for the extraordinary high E_c and the stability of the polar Pna2₁ phase over a wide range of temperatures up to 1368 K.