Tetragonal tungsten bronze (TTB) makes up a large family of functional materials with fascinating dielectric, piezoelectric, or ferroelectric properties. Understanding the thermal expansion mechanisms associated with their physical properties is important for their practical applications as well as theoretical investigations. Fortunately, the appearance of anomalous thermal expansion in functional materials offers a chance to capture the physics behind them. Herein, we report an investigation of the thermal expansion anomalies in TTBs that are related to ferroelectric transitions and summarize recent progress in this field. The special role of Pb2+ cation is elucidated. The interplay between the thermal expansion anomaly, electric polarization, and framework structure provides new insight into the structure property relationships in functional materials.