The effect of particle size on the thermal expansion of nanostructured lead sulfide films produced by hydrochemical deposition has been studied. The coherent scattering region size and thermal expansion coefficients of PbS nanofilm have been measured depending on the annealing temperature in the interval 293–473 K and on the duration of annealing at a constant temperature of 423 K. It is found that the thermal expansion coefficient a of nanostructured PbS film is nearly twice as large as that of bulk lead sulfide. It is shown that the observed large difference in the coefficients a is due to the small size of PbS particles in the film that leads to the change of the phonon spectrum boundaries and to the growth of anharmonicity of atomic vibrations. The additional contribution to the thermal expansion coefficient caused by the small particle size in PbS nanofilm is estimated theoretically.