Miniaturized solid oxide fuel cells are fabricated on a photostructurable glass ceramic substrate (Foturan) by thin film and micromachining techniques. The anode is a sputtered platinum film and the cathode is made of a spray pyrolysis (SP)‐deposited lanthanum strontium cobalt iron oxide (LSCF), a sputtered platinum film and platinum paste. A single‐layer of yttria‐stabilized zirconia (YSZ) made by pulsed laser deposition (PLD) and a bilayer of PLD–YSZ and SP–YSZ are used as electrolytes. The total thickness of all layers is less than 1 µm and the cell is a free‐standing membrane with a diameter up to 200 µm. The electrolyte resistance and the sum of polarization resistances of the anode and cathode are measured between 400 and 600 °C by impedance spectroscopy and direct current (DC) techniques. The contribution of the electrolyte resistance to the total cell resistance is negligible for all cells. The area‐specific polarization resistance of the electrodes decreases for different cathode materials in the order of Pt paste > sputtered Pt > LSCF. The open circuit voltages (OCVs) of the single‐layer electrolyte cells ranges from 0.91 to 0.56 V at 550 °C. No electronic leakage in the PLD–YSZ electrolyte is found by in‐plane and cross‐plane electrical conductivity measurements and the low OCV is attributed to gas leakage through pinholes in the columnar microstructure of the electrolyte. By using a bilayer electrolyte of PLD–YSZ and SP–YSZ, an OCV of 1.06 V is obtained and the maximum power density reaches 152 mW cm−2 at 550 °C.