The temperature dependence of the lattice parameters of six wurtzite-type crystals, BeO, AlN, GaN, ZnO, CdSe, and CdS, has been measured by X-ray powder diffractometry. The thermal expansion changes nonlinearly with temperature and is anisotropic; the expansion along the a-axis is larger than that along the c-axis (more than 50% larger in ZnO, CdS and CdSe), resulting in a decrease of the c/a ratio with increasing temperature. The calculated Gruneisen parameters range between 0.27 and 1.45 and have a positive correlation with the bulk moduli. The anisotropic thermal expansion is associated with the anisotropies of both elasticity and anharmonicity.