Barium hexaferrite is a well-known ceramic permanent magnet and due to its high coercivity, remanence, and large uniaxial magnetic anisotropy, finds applications that compete with metallic magnets. Even though a number of the high-temperature properties of barium hexaferrite have been studied extensively, its anisotropic thermal expansion has not been reported so far. Dynamic high-temperature x-ray diffraction (HT-XRD) is one powerful method to obtain thermal expansion data for anisotropic polycrystalline materials in a very short period of time. In this paper the anisotropic nature of the thermal expansion coefficient of the barium hexaferrite phase is reported with the use of a dynamic HT-XRD setup. The thermal expansion coefficient (linear fit) was determined to be 8.36 × 10−6 K−1 along the a–b plane to 1.4 × 10−5 K−1 along the c axis between the temperature range of 293 to 1343 K.