Thin films of Y₂Zr₂O₇ were grown via pulsed laser deposition (PLD) on substrates of MgO(110), Al₂O₃(0001) and Al₂O₃(1¯102). Electrical properties were investigated via electrical impedance spectroscopy. Unexpectedly, the ionic conductivity is not affected by the microstructure; only minor differences in conductivities and activation energies were measured between epitaxial thin films (on MgO) and textured thin films (on Al₂O₃, both orientations). This indicates the grain boundaries of such a material to only marginally block the oxygen vacancy transport. Starting from these results, epitaxial multilayers of Y₂Zr₂O₇ and 8 mol% yttria-stabilized zirconia with same overall thickness (between 60 and 70 nm) and different number of interfaces (from 1 up to 9) have been deposited on MgO(110) and the role of the residual compressive strain on the electrical properties has been investigated by means of XRD analysis and impedance spectroscopy. The results, showing no effect of the strain field on the ionic conductivity, indicate the negligible effect of the compressive strain on the ionic transport properties of the material.