Magnetization, heat capacity and direct measurements of the magnetocaloric effect show that EuGd2O4 and EuDy2O4 have a remarkably large magnetocaloric effect at cryogenic temperatures, owing to their high magnetic density and low ordering temperatures. The Gd derivative orders antiferromagnetically at T-N = 4.6 K, while its magnetocaloric effect largely exceeds that of the reference refrigerant Gadolinium Gallium Garnet (GGG) above 5 K. The Dy derivative undergoes two phase transitions at T-C1 = 3.65 K and T-C2 = 4.7 K, respectively, which are the result of a peculiar magnetic arrangement: the first Dy sublattice is parallel to the crystallographic c-axis, while the Eu sublattice makes a variable angle from 0 degrees to 45 degrees with the direction of the second Dy sublattice that lies in the ab-plane. EuDy2O4 has a lower magnetocaloric effect than EuGd2O4, yet larger than GGG. Both ordering mechanisms are semi-quantitatively explained within the frame of a mean-field simulation, which takes into account the magnetic anisotropy strength of the participating magnetic ions. (C) 2021 The Author(s). Published by Elsevier B.V.