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Due to suffering the thermal and mechanical loadings simultaneously, metamaterials integrating with the customizable coefficient of thermal expansion (CTE) and high mechanical performances are desirable to ensure the thermal and structural stabilities in engineering devices. Hence, various multi-phase metamaterials with programmable CTEs and mechanical performances were developed. Specifically, inspired by the mixture of multiple phases in composites and the rigid rotations of framework structures in materials with negative CTE, a typical pyramid unit was introduced. Additionally, two series of metamaterials were systematically designed, which were constructed in batches from different units through the matrix transformation method. The CTEs of the metamaterials were theoretically established and analyzed. Besides, mechanical performances, including relative density, stiffness and strength were also calculated and discussed. The results suggest that the directionality and magnitude of CTEs are determined by the constructing principle of multi-fold rotations. In addition, the large ranges of programmable CTEs and high load-bearing capacity are available in the devised metamaterials by reasonably modulating the geometrical parameters. The thermal expansion and mechanical performances of the metamaterials could be synchronously programmed. The diversity of the phase configurations and geometrical architectures in the metamaterials offers the opportunity to satisfy manifold requirements in different applications. [ABSTRACT FROM AUTHOR]