Negative thermal expansion (NTE) is an intriguing physical property of solids, which is a consequence of a complex interplay among the lattice, phonons, and electrons. Interestingly, a large number of NTE materials have been found in various types of functional materials. In the last two decades good progress has been achieved to discover new phenomena and mechanisms of NTE. In the present review article, NTE is reviewed in functional materials of ferroelectrics, magnetics, multiferroics, superconductors, temperature-induced electron configuration change and so on. Zero thermal expansion (ZTE) of functional materials is emphasized due to the importance for practical applications. The NTE functional materials present a general physical picture to reveal a strong coupling role between physical properties and NTE. There is a general nature of NTE for both ferroelectrics and magnetics, in which NTE is determined by either ferroelectric order or magnetic one. In NTE functional materials, a multi-way to control thermal expansion can be established through the coupling roles of ferroelectricity-NTE, magnetism-NTE, change of electron configuration-NTE, open-framework-NTE, and so on. Chemical modification has been proved to be an effective method to control thermal expansion. Finally, challenges and questions are discussed for the development of NTE materials. There remains a challenge to discover a "perfect" NTE material for each specific application for chemists. The future studies on NTE functional materials will definitely promote the development of NTE materials.