We investigate the microphases of asymmetric AB diblock copolymers confined to thin films in the strong segregation limit under the application of electric fields. We evaluate the free energy of a given set of possible phases and present phase diagrams for diblock copolymers with a cylindrical bulk phase in dependence of the film thickness and the attraction between the confining walls and the A or B monomers. This is done for different field strengths and volume fractions. We find that with increasing field strength structures show a preference for alignment with the field. The alignment is stronger when the permittivity of the minority monomer is larger than that of the majority monomer. Depending on the strength of the wall potential and the film thickness, the walls can become completely wetted by the minority monomer.