As one of the most important flexible substrates and interlayer dielectric materials, the thermal expansion performance of polyimide films has always attracted great interest. Especially with the development of advanced electronic and microelectronic devices, the linear and volumetric thermal expansion of polyimide films are facing more and more stringent requirements. In order to explore new generation polyimide films with low thermal expansion, it is necessary to clarify the thermal expansion behaviors and influence mechanism. For polymer films, the thermal expansion actually includes in-plane and out-of-plane linear as well as volumetric thermal expansion. Most researches on thermal expansion of polyimide films are focused on the in-plane thermal expansion, but there are few studies on the out-of-plane and volume thermal expansion of films. There is no systematic understanding of comprehensive and anisotropic of thermal expansion of films. The research on linear and volume thermal expansion behavior of polyimide films were firstly summarized in this paper. The testing methods were introduced in detail, including thermomechanical analysis (TMA), variable temperature wide-angle X-ray diffraction (VT-WAXD), capacitance technique, optical interferometry, etc. The influencing factors of thermal expansion behavior of polyimide films were discussed, such as molecular backbone structures, local molecular motions, chemical crosslinking, aggregation structures and film preparation process. The relationship between structures and processes on in-plane, out-of-plane linear and volumetric thermal expansion behavior of polyimide films was clarified. The problems and challenges in the future research on thermal expansion were prospected. This review can provide a necessary guidance for the development of high-performance polyimide films with low thermal expansion during wide temperature range.