The effects of thermal annealing on the structure of polycrystalline Pb(Zr0.3Ti0.7)O-3 (PZT) ferroelectric thin films prepared by chemical solution deposition on Pt/TiOx electrode stacks were studied using scanning electron microscopy, transmission electron microscopy (TEM), and grazing incidence X-ray specular and diffuse reflectivity of synchrotron radiation. The stratified multilayered structure and element diffusions in the sample were characterized by TEM. Global statistical structural parameters including the density, surface or interface roughness and thickness of each layer in the samples were obtained from fitting the X-ray specular reflectivity using a homogeneous stratified multilayer model of PZT/Pt/TiOx/SiO2. The results showed that the PZT surface and PZT/Pt interface roughness changed slightly during thermal annealing in oxygen at 700 degrees C. By contrast, the density increase of the PZT ceramic and density decrease of the Pt-bottom electrode during annealing were observed. A high density value of the PZT ceramic film after the annealing was found, up to 99.8% of the theoretical value of the corresponding bulk ceramics. The density changes of the PZT and Pt layers were further confirmed by X-ray diffuse reflectivity. The influences of the annealing treatment on the density changes of the PZT and Pt layers were attributed to the further densification of the PZT ceramic and incorporation of light elements such as Zr, Ti and O from the neighboring layers into the Pt layer, respectively, as discussed in correlation with the TEM analyses.