The variation of the cubic parameter and thermal expansion coefficient of lead magnesium niobate (PMN) ceramics was studied by very precise X-ray diffraction at fourteen temperatures between 297 and 1023 K. The refinement of the Pb and Nb atom positions at room temperature gives the lowest value of the discrepancy factor R for Pb atoms shifts of 0.33 Å along [110] direction and Nb atoms shifts of 0.18Å along [110] and [111] directions. At temperatures higher than 600 K, the Nb atoms are no more located at any local disordered position and above 900 K, the Pb atoms are also on the special position of the ideal cubic perovskite structure.