Heat transportation will change the mechanical properties of rock and soil materials considerably in subsurface engineering applications such as radioactive waste repositories, geothermal energy extraction and underground oil/gas storage. Thermal properties of rocks, soils and buffer materials, including thermal conductivity, thermal expansion coefficient, specific heat capacity, play a crucial role in design and evaluation of safety performance of these projects. The thermal expansion coefficient tests are conducted on sandstone with bedding planes by using the independently developed instrument for thermal expansion coefficient of rocks. The evolution of axial and radial thermal expansion coefficients of rocks are studied. The results show that for rock samples with horizontal beddings, with the change of temperature, axial thermal expansion coefficient is about 14×10?6 ℃?1, while about 9×10?6 ℃?1 in radial direction under uniform expansion. The axial thermal expansion coefficient is about 1.56 times as large as the radial thermal expansion coefficient, and the rock sample shows obvious anisotropy. Compared with rock samples with horizontal beddings, the samples with inclined and vertical beddings shows no significant difference in axial thermal expansion coefficient, but their radial thermal expansion coefficients are larger. Under the same temperature, the order of radial expansion coefficient from big to small is vertical, inclined and horizontal beddings. Because of the existence of beddings, the expansion properties of sandstone and compositions of beddings are different, which leads to the difference of axial and radial expansion coefficients. The results may provide a helpful reference for better understanding the thermo-mechanical behaviors of rocks.