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The determination of reversible phase transitions in the perovskite-type thermoelectric oxide Eu_0.8Ca_0.2TiO_{3–<i>δ</i>} is fundamental, since structural changes largely affect the thermal and electrical transport properties. The phase transitions were characterized by heat capacity measurements, Rietveld refinements, and pair distribution function (PDF) analysis of the diffraction data to achieve information on the phase transition temperatures and order as well as structural changes on the local level and the long range. On the long-range scale, Eu_0.8Ca_0.2TiO_{3–<i>δ</i>} showed a phase transition sequence during heating from cubic at 100 < <i>T</i> < 592 K to tetragonal and finally back to cubic at <i>T</i> > 846 K. The phase transition at <i>T</i> = 592 K (diffraction)/606 K (thermal analysis) was reversible with a very small thermal hysteresis of about 2 K. The local structure at 100 K was composed of a complex nanodomain arrangement of <i>Amm2</i>- and <i>Pbnm</i>-like local structures with different coherence lengths. Since in Eu_0.8Ca_0.2TiO_{3–<i>δ</i>} the amount of <i>Pbnm</i> domains was too small to percolate, the competition of ferroelectrically distorted octahedra (<i>Amm2</i> as in BaTiO₃) and rigid, tilted octahedra (<i>Pbnm</i> as in CaTiO₃) resulted in a cubic long-range structure at low temperatures.