Lanthanum-doped lead zirconate titanate (PLZT) thin films were fabricated by sol–gel, as well as, pulsed-laser deposition methods on sapphire (0001) and MgO (100) substrates, respectively. The cell parameters of the films were calculated with the help of a whole-pattern fitting procedure. The study of their optical properties revealed the fractal behavior of the absorption coefficient near the absorption edge (Eg). For laser-ablated and sol–gel-derived films, Eg was estimated to be 3.61 and 3.65 eV, respectively. This shift of Eg was suggested to relate to a difference in strain values and the volume-deformation potential was estimated to be −2.4 eV. The strong shift of Eg in the thin films in comparison to bulk PLZT was also observed. This shift could not only be attributed to the presence of strain, but could also be due to increased disorder and polarization fluctuations.