Two-scale modeling is adopted to investigate the thermo-mechanical behavior of 3D four-directional (3D4D), 3D five-directional (3D5D), and 3D full five-directional (3DF5D) braided composites. Based on the stress-strain relationship considering thermal expansion and the periodic boundary conditions, the elastic constants and the coefficients of thermal expansion (CTE) of the three types of braided composites are predicted by a two-scale homogenization method. The micro stress under free expansion and thermo-mechanical coupling is also simulated. The calculated results are in good agreement with experimental results from relevant references. The numerical results show that the longitudinal elastic and thermal expansion properties are gradually improved with the increase of axial yarn content from 3D4D to 3D5D and then to 3DF5D braided composites. The braiding angle corresponding to the zero longitudinal CTE of each braided structure is basically about 40°. Furthermore, with the increase of temperature, the longitudinal micro-stress in yarns increases gradually, but that in matrix drops. These conclusions will provide a reliable basis for the structural optimization design and safety evaluation of 3D multi-directional braided composites in a thermal environment.