Polarized Raman scattering spectra of superconducting KxFe2−ySe2 and non-superconducting K0.8Fe1.8Co0.2Se2 single crystals were measured in the temperature range from 10 K up to 300 K. Two Raman active modes from the I4/mmm phase and seven from the I4/m phase are observed in the frequency range from 150 to 325 cm−1 in both compounds, suggesting that the K0.8Fe1.8Co0.2Se2 single crystal also has a two-phase nature. The temperature dependence of the Raman mode energy is analyzed in terms of lattice thermal expansion and phonon–phonon interaction. The temperature dependence of the Raman mode linewidth is dominated by temperature-induced anharmonic effects. It is shown that the change in Raman mode energy with temperature is dominantly driven by thermal expansion of the crystal lattice. An abrupt change of the A1g mode energy near was observed in KxFe2−ySe2, whereas it is absent in non-superconducting K0.8Fe1.8Co0.2Se2. Phonon energy hardening at low temperatures in the superconducting sample is a consequence of superconductivity-induced redistribution of the electronic states below the critical temperature.