A comprehensive experimental study was carried out on the shrinkage behaviour of structural expanded clay lightweight aggregate concrete (LWC), taking into account different compositions, types and initial wetting conditions of lightweight aggregates (LWA). The influence of different compositional parameters on shrinkage, such as the type and volume of aggregate, the w/c ratio, the binder content and the partial replacement of normal aggregates by LWA was analysed. The shrinkage of LWC depends on how the volume of LWA varies. The influence of different pozzolanic materials was also studied, namely, silica fume, nanosilica and fly ash. Depending on the type, content and reactivity of the pozzolanic additions, the shrinkage was higher or lower than that of LWC without admixtures. The initial wetting condition of LWA had little influence on the long-term shrinkage. The LWC with the most porous aggregates is more affected by the cross-section geometry of concrete in that it is more susceptible to differential shrinkage. Current standard expressions did not properly predict the shrinkage behaviour of LWC. Multiplier coefficients of about 1.3 for the most common structural LWA and about 1.6 for more porous LWA are suggested, to take into account the higher long-term shrinkage of LWC.