In this work, pristine Al2W3O12 and Y2W3O12 submicronic fillers, belonging to A2M3O12 family of thermomiotic materials, were incorporated into a high density polyethylene matrix (HDPE) in low contents (from 0.1 to 1.1 vol.%) to study the influence thereof on the coefficient of thermal expansion (CTE) and mechanical properties of the as‐prepared composites. The CTE of HDPE and HDPE/A2M3O12 composites is affected by the first heating cycle, but it remained unchanged after the second heating run. Both Y2W3O12 and Al2W3O12 fillers decrease the CTE of composites. However, Y2W3O12 acts more efficiently than Al2W3O12 to decrease this property and caused a CTE reduction in the range of 20–25% for the temperature interval between 25 and 70°C during the second heating cycle. The filler content does not have a strong influence on CTE for both types of composites, considering the standard deviations. The thermal stability of HDPE is not affected by the addition of fillers. However, the fillers significantly increase the degree of crystallinity, especially in the case of Y2W3O12. For the highest filler content (1.1 vol.%), the Young's modulus of composites increased up to 21 and 32% in the case of Al2W3O12 and Y2W3O12, respectively. POLYM. COMPOS., 39:E1821–E1833, 2018. © 2018 Society of Plastics Engineers