We present a study of the response to pulsed infrared radiation of Fe-layer shunted pnictide thin film microstructures. The thin film multilayer consisting of 20 nm thick Fe-buffer, 50 nm thick Ba(Fe,Co)2As2 film and gold protection layer were deposited on heated MgO and MgAl2O4 substrates by pulsed-laser deposition. The multilayers were patterned into 5 to 8 um wide and 5 um long microbridges by electron-beam lithography and ion-milling technique. The microbridges show Tc up to 20 K and a critical current density up to 2.56 MA/cm2 at T = 10 K. The photo-response of Fe-shunted Ba(Fe,Co)2As2 thin film microbridges to infrared radiation was studied in a wide range of incident optical power, operation temperature and bias current. We have found that the electron energy relaxation in studied multilayers is dependent on substrate material and is 1.75 times faster in case of MgAl2O4 characterized by lattice matching to pnictide film in comparison to MgO substrate.