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Thermal expansion behaviors of nanocrystalline (NC) Ni-P alloy samples with grain sizes ranging from a few to 127 nm were studied experimentally using thermal mechanical analysis. Porosity-free NC Ni-P samples with a wide grain size range were synthesized by completely crystallizing amorphous Ni-P alloy at different annealing temperatures. Measurements showed that the linear thermal expansion coefficient (alpha(L)) increases markedly with a reduction of the average grain size in the as-crystallized NC Ni-P samples. The thermal expansion coefficient was also found to decrease during grain growth in the as-crystallized NC sample upon annealing. From the grain size dependence of alpha(L) in these NC samples, we deduced that the difference in thermal expansion coefficients between the interfaces and the nm-sized crystallites diminishes when the grain size becomes smaller. This tendency agrees well with other experimental results on the structural characteristics of the interfaces and the nm-sized crystallites in NC materials.