Pyroelectric coefficients are measured for Si, Sr, La, Al, and Gd doped HfO₂ thin films as well as the solid-solution Hf_0.5Zr_0.5O₂ composition from 280 to 440 K. Pyroelectric currents show sensitivity to the dopant used to stabilize ferroelectricity in HfO₂. Large pyroelectric coefficients up to 70 μC cm⁻² K⁻¹ were measured in films with the largest remanent polarization magnitudes, La-doped HfO₂ and Hf_0.5Zr_0.5O₂. A temperature-driven ferroelectric to antiferroelectric-like transition influences the pyroelectric coefficient and is found only in Si-doped HfO₂ thin films. The transition is shown to produce a decrease in the Curie constant with temperature and thus deviates from the Curie law, although most ferroelectric films reported here obey the Curie law. Independent measurements of the remanent polarization, relative permittivity, and pyroelectric coefficient are used to extract the Curie constants of the thin films. The fundamental thermodynamic relationship between the dielectric, ferroelectric, and pyroelectric properties of ferroelectric HfO₂ thin films are established based on Landau theory with a universal Curie constant of 5.8 × 10⁻⁷ ± 0.46 × 10⁻⁷ K C V⁻¹ m⁻¹ (Landau coefficient, α₀ = 1.72 × 10⁶ ± 0.138 × 10⁶ V m K⁻¹ C⁻¹) for ferroelectric HfO₂ independent of doping concentration and dopant type. An electro-thermal coupling factor of 1.9 × 10⁻³ and a voltage responsivity figure of merit of 0.085 m²/C illustrate the promising potential of ferroelectric HfO₂ thin films for use in embedded energy harvesting and infrared sensing circuits.