We study the effect of applied strain as a physical control parameter for the phase transitions of Ca(Fe1−xCox)2As2 using resistivity, magnetization, x-ray diffraction and 57 Fe Mössbauer spectroscopy. Biaxial strain, namely compression of the basal plane of the tetragonal unit cell, is created through firm bonding of samples to a rigid substrate, via differential thermal expansion. This strain is shown to induce a magneto-structural phase transition in originally paramagnetic samples; and superconductivity in previously non-superconducting ones. The magneto-structural transition is gradual as a consequence of using strain instead of pressure or stress as a tuning parameter.