In recent years, the conventional gas compression-expansion based refrigeration technology utilizes hazardous gases. Therefore, there is urgent requirement of alternative potential candidate materials for cooling technology. One of the proposed promising alternative materials to the conventional cooling technique is solid state magnetic cooling based on magnetocaloric effect (MCE). In this chapter, the current developments of MCE in pyrochlore oxide materials are presented. Pyrochlore oxides exhibit various complex magnetic states gives a broad template to explore these materials in MCE point of view. Pyrochlore oxides show strong frustration due to its crystal structure. All reported litterateurs about MCE in pyrochlore oxides are A2Mn2O7 (A = Er, Dy, Ho, Yb, La, Fe, Al, Ga, Sn), Er2Ti2O7, A2TiMnO7 (A = Er, Dy, Ho), A2Mo2O7 (A = Er, Dy, Gd, Y), Pr2Sn2O7, Er2Ir2O7 and Y2Ir2−xCrxO7. Among all compounds, cubic pyrochlore Er2Mn2O7 exhibit largest conventional MCE value at change of field 5 T. On the other hand, Y2Ir2−xCrxO7 series show coexistence of inverse and conventional magnetocaloric effect which is absent in whole reported family of pyrochlore oxides. It is worth mention that depending on synthesis condition A2Mn2O7 series crystallizes in either cubic pyrochlore phase (Fd¯3 m) or monoclinic layered perovskite (P2/M). It suggests the need of more materials to be explore experimentally and theoretically to establish the connection between these two phases.