Thermal properties of nanomaterials remain unknown in many aspects. In this work, we present the results of in situ electron microscopy investigation of thermal expansion of Ag, Cu and diamond nanoparticles in a range of sizes 5–70 nm. Metal nanoparticles were formed in a vacuum by PVD method on an amorphous carbon substrate, while the diamond ones were commercial detonation nanodiamond (DND) aqueous suspension. The thermal expansion was determined using electron diffraction and valence EELS spectroscopy techniques in the 20–500 °C (Ag, Cu) and 20–800 °C (diamond) temperature range. It was shown that the thermal expansion coefficient of metal and diamond nanoparticles is positive, and it gradually increases with the nanoparticle size decreasing. Thus, the linear thermal expansion coefficient of 5-nm-size diamond, Ag, and Cu nanoparticles reaches the value ≈1.1, 3, and 3.5 × 10⁻⁵ K⁻¹, respectively, which is 80–300% higher than that of the bulk. The observed effect is discussed within the framework of the molecular kinetic theory.