A modified Landau-Devonshire thermodynamic model is presented, with the contributions of substrate stress, domain wall motion and domain structure transition taken into account. The hysteresis loops of PbZr0.4Ti0.6O3(PZT) films, which are deposited on different substrates, containing nano-scale grain is calculated, and the thickness and grain size dependences of coercive field, remnant polarization and relative permittivity are researched. The results demonstrate that the grain size is dependent on coercive field and relative permittivity as shown in paraboliclike curve, that the pressure stress of substrate enhances the coercive field and remnant polarization, but reduces the relative permittivity, and that the coercive field increases slowly first with the thickness of film, then increases sharply between 200 nm and 310 nm of the thickness, and slowly again after 310 nm. This result is due to the thickness dependence of relative permittivity.