We use temperature dependent neutron powder diffraction (NPD) to investigate the structural changes and magnetic interactions in double perovskite Sr2-xLaxCoNbO6 (x = 0.4 and 0.6). A structural phase transition from tetragonal (I4/m) to monoclinic (P21/n) is observed between x = 0.4 and 0.6 samples. Interestingly, the temperature evolution of the unit cell parameters follows the Grüneisen approximation, and the analysis suggests an isotropic thermal expansion in the case of the x = 0.4 sample, whereas the x = 0.6 sample shows the anisotropy where the thermal expansion along the c-axis significantly deviates from the Grüneisen function. We observe the z-out Jahn-Teller distortion in the CoO6 and consequently z-in distortion in the adjacent NbO6 octahedra. With an increase in the La substitution, a decrease in the degree of octahedral distortion is evident from the significant reduction in the local distortion parameter Δ around the B-site atoms.