The crystal structure and anisotropic thermal expansion of K2NiF4-type CaYAlO4 have been investigated through neutron powder diffraction experiments from 298 to 1473 K, synchrotron X-ray diffraction measurements at 300 K, and ab initio electronic calculations. The larger thermal expansion coefficient (TEC) along the c-axis than that along the a-axis is mainly ascribed to the large TEC of interatomic distance between Al and apical O2 oxygen atoms, α(Al–O2). Electron-density analysis strongly suggests that the large α(Al–O2) is attributed to the long and weak Al–O2 bond. Contrary to that shown in the literature, the mean TEC of K2NiF4-type CaYAlO4 is larger than that of perovskite-type YAlO3.