In this paper, a device with high accuracy capacitive sensor (with the error of 0.1 micrometer) is constructed to measure the axial thermal expansion coefficent of the twisted carbon fibers and yarns of Kevlar. A theoretical model based on the thermal elasticity and the geometrical features of the twisted structure is also presented to predict the axial expansion coefficient. It is found that the twist angle, diameter, and pitch has remarkable influences on the axial thermal expansion coefficients of the twisted carbon fibers and Kevlar strands, and the calculated results take good agreements with the experimental data. We can found that, with the increase of the twist angle, the absolute value of the axial thermal expansion coefficient increases. For the Kevlar samples, the expansion coefficient will grow by about 46% when the twist angle increases from 0 to 25 degrees, while for the carbon fiber samples, which will grow by about 72% when the twist angle increases from 0 to 35 degrees. The experimental measurements and the model calculations reveal important properties of the thermal expansion in the twisted structures. Most notably, the expansion of the strand during heating or cooling can be zero when the twist angle is around β=arcsin(α_L/α_T)^1/2. Where β denotes twist angle of the strand, α_L, α_T is the longitute and the transverse thermal expansion coefficient of the strand, respectively. According to the present experiments and analyses, a method to control the axial thermal expansion coefficient of this new kind of twisted structure is proposed. Moreover, the mechanism of this tunable thermal expansion is discussed. Based on the model, a method which can be used to rectify the thermal expansion properties of the twist structures is established. This may be a new way of fabricating zero expansion composite materials in the future.