Epitaxial films of (K,Na,Li)NbO₃ with 10 µm thickness and various Li contents were fabricated at 240 °C on (001)La:SrTiO₃ substrates by a hydrothermal method, and their crystal structures and piezoelectric properties were investigated. The film thickness was controlled by varying the deposition time (up to 3.5 h) and the number of deposition cycles. Scanning electron microscopy observations showed that dense thick films were formed. X-ray diffraction (XRD) measurements showed that {001}_c-oriented epitaxial films were deposited, and the out-of-plane lattice constant changed with an increase in the nominal composition A = [LiOH]/([KOH] + [NaOH] + [LiOH]) of the alkaline source solution. High-temperature XRD measurement revealed that with an increase in A, the Curie temperature increased, while the orthorhombic–tetragonal phase transition temperature decreased from 210 to 120 °C. These structural changes indicate that the Li content in the thick films can be controlled by varying A. The dielectric properties depend on the measurement frequency, and the minimum relative dielectric permittivity at all frequencies was observed at A = 0.02. Curves of field-induced strain vs. electric field showed that the maximum normalized strain of S_max/E_max = 40 pm/V was observed at A = 0.03, indicating that Li substitution is an effective way to improve the piezoelectricity of the hydrothermally deposited (K,Na)NbO₃ thick films. Interestingly, all thick films exhibited a piezoelectric response despite the applied electric field being lower than the coercive field. Moreover, the S_max/E_max value did not change significantly with an increasing applied electric field. These results suggest that the hydrothermally deposited (K,Na,Li)NbO₃ thick films adopt a self-polarized state without poling treatment.