It has been ten years since the discovery of the giant electrocaloric effect in ferroelectric materials showed that it is possible to employ this effect for substantial cooling applications. This last decade has been marked by increasing research interest, especially in characterizing and measuring the electrocaloric effect using both the so-called indirect and direct approaches. In this context, a comprehensive summary and careful reexamination of these approaches are very timely and of great importance to justify the assumptions used in different measurement techniques. This review is therefore dedicated to cover recent important and rapid advances from both the indirect and direct measurements and provides critical insights relevant for quantifying the electrocaloric effect. It involves electrocaloric materials from normal ferroelectrics, antiferroelectrics, and relaxors, and it fundamentally focuses on how the electrocaloric entropy changes in response to electric field in these typical electrocalorics. The article addresses recent developments, especially during the past three years, such as technical selection of proper polarization-electric field loops, negative electro-caloric effect in antiferroelectrics and relaxors, the controversial debate on the indirect method in relaxors, the important role of field dependence of specific heat, kinetic factors, and so on. Moreover, this review also is concerned with extracting reliable data by direct measurements. Four typical techniques and devices used recently, such as thermocouples, differential scanning calorim-eters, specifically designed calorimeters, and scanning thermal microscopy, are briefly reviewed, while infrared cameras are emphasized. We hope that our review will not only provide a useful background to understand fundamentally the electrocaloric effect and what one really measures but also may act as a practical guide to exploit and develop electrocalorics towards the design of suitable devices. Published by AIP Publishing. [http://dx.