The lattice dynamics method in the quasi-harmonic approximation has been used to study the thermal expansion of C3H8-, CH4-, CF4-, CO2-, Xe-, and N2-hydrates over a wide temperature range. By accounting for the anharmonic nature of interactions inside the hydrate, the model shows good agreement with the reported experimental data. The values of the thermal expansion coefficient for both the empty hydrate and hexagonal ice are smaller than for hydrates with enclathrated guests. The effect of guest size on the lattice parameter of clathrate hydrates in comparison with the lattice of ice Ih has been also investigated. It has been shown that the thermal expansion of the hydrate lattice depends on the cage structure, type and size of the guest, and the cage occupancy, including multiple occupancy. The lattice compression of the hydrate has been found after the inclusion of guest molecules into the large water cavities. In the high-temperature region, the lattice begins to expand relative to the lattice of the empty hydrate. In the case of the hydrate with cubic structure I, the filling of only small cavities results in significant volume expansion relative to the empty hydrate structure over the entire studied temperature range. This confirms the importance of large cage filling for stabilization of clathrate hydrate.