We present the results of the reduction of our photometric and spectroscopic observations for the eclipsing binary SZ Cam performed with the telescopes at the Astronomical Observatory of the Ural Federal University and the Special Astrophysical Observatory of the Russian Academy of Sciences in 1996-2014. Based on an 11-year-long photometric monitoring of SZ Cam, we have obtained new elements of its photometric orbit and parameters of its components. We have detected low-amplitude periodic light variations in SZ Cam that are possibly related to the ellipsoidal shape of the components of the spectroscopic binary third body.