This work describes the growth of thin epitaxial films of the layered perovskite material GdBaCoO(GBCO) on different single crystal substrates SrTiO(STO), (LaAlO)(SrTaAlO)(LSAT) and LaAlO(LAO) as an approach to study changes in the thermoelectric properties by means of the induced epitaxial strain. In addition to strain changes, the films grow with considerably different preferred orientations and domain microstructures: GBCO films on STO are purelyc-axis oriented (c) with an average 0.18% in-plane tensile strain; GBCO on LSAT is composed of domains with a mixed orientation (candc) with an average 0.71% in-plane compressive strain; while on LAO it isb-axis oriented (c) with an average 0.89% in-plane compressive strain. These differences result in important cell volume changes, as well as in the orthorhombicity of thea-bplane of the GBCO structure, which in turn induce a change in the sign and temperature dependence of the thermopower, while the electrical conductivity remains almost unchanged. In general, compressively strained films show negativeSthermopower (n-type) while tensile strained films show a positiveS(p-type) at low temperatures, probing the adaptive nature of the GdBaCoOcompound. These results point to the spontaneous generation of oxygen vacancies to partially accommodate the epitaxial stress as the main cause for this effect.