Technical methods for the measurement of thermal expansion coefficient of thin films are briefly outlined. Two methods and their principles for the measurements of thermal expansion coefficients of anodic films, which an based on the X-ray diffraction, are introduced. Owing to the anodic films being composed of amorphous Al2O3 and part crystalline Al2O3, one method was to use powders of anodic film. The thermal expansion coefficient can be deduced by the linear relationship between the lattice spacing of the corresponding diffracted planes of Al2O3 and temperature. The other method is that thermal strains in the film were measured by in situ X-ray diffraction with the complete sample, i.e. the film and substrate attached together. In addition, the difference of values obtained by the above methods was analysed.