SrTiO3/BaZrO3 heterofilms as buffer layers are deposited on (001) MgO substrates by an RF-sputtering technique. The atomic structure and the defect configuration at the interfaces are investigated by means of aberration-corrected high-resolution transmission electron microscopy. At the BaZrO3/MgO interface, two types of interfacial structures, MgO/ZrO2-type and MgO/BaO-type, are observed. Antiphase boundaries and dislocations are found at the BaZrO3/MgO interface. The formation of these lattice defects is discussed in terms of film growth and structural imperfections of the substrate surface. At the SrTiO3/BaZrO3 interface, a high density of misfit dislocations is observed with different configurations. The formation of these dislocations contributes both to the relaxation of the large misfit strain and to stopping of the further propagation of lattice defects which are formed in the BaZrO3 layer into the SrTiO3 layer.