Starting from the quasiparticle random phase approximation based on the Skyrme interaction SLy5, we study the effects of phonon-phonon coupling~(PPC) on the low-energy electric dipole response in $^{40-58}$Ca. Using the same set of parameters we describe available experimental data for $^{40,44,48}$Ca and give prediction for $^{50-58}$Ca. The inclusion of the PPC results in the formation of low-energy $1^-$ states. There is an impact of the PPC effect on low-energy $E1$~strength of $^{40,44,48}$Ca. The PPC effect on the electric dipole polarizability is discussed. We predict a strong increase of the summed $E1$~strength below 10MeV, with increasing neutron number from $^{48}$Ca till $^{58}$Ca.
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