The electrocaloric effect of ferroelectrics is promising for new solid-state refrigeration. However, the current research on the electrocaloric effect of bulk ferroelectrics mainly focuses on (001) orientation. Thus, we studied the electrocaloric effect of BaZr_0.15Ti_0.85O₃ single crystals with different orientations through the nonlinear thermodynamic approach and entropy analysis. The results show that the dipolar entropy of (111)-oriented BaZr_0.15Ti_0.85O₃ single crystals exhibits a greater change after applying an external electric field, compared with (001)- and (110)-orientations, and the (001)-oriented electrocaloric responses are consistent with experimental observations. The (111)-oriented BaZr_0.15Ti_0.85O₃ single crystals have a more significant electrocaloric response, resulting in a broader work temperature range with a large electrocaloric effect. These insights offer an alternative way to enhance the electrocaloric response of ferroelectric single crystals.