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Varied temperature photoemission study is performed to investigate the quantum size effects on the thermal property of atomically flat Pb films grown on Si(111). The binding energies of the quantum well states for the films with thicknesses from 10 to 24 ML exhibit a linear increase with increasing temperature from 75 to 270 K. Under free electron approximation, thermal expansion coefficients of the thin films are determined, which manifest a large enhancement and oscillation behavior. The large enhancement is interpreted by a model based on the quantum confinement along the film normal direction. The oscillation is shown to be closely related to the structural instability and is a result of the formation of the quantized electronic states in thin films. [ABSTRACT FROM AUTHOR]