The coefficient of thermal expansion (CTE) is one of the critical parameters in determining material behaviors. This article presents a study for developing a new method in measuring CTE at reduced temperature. The machine used in the measurement is a micro mechanical tester. Measured specimens are stressed, and at least one characteristic dimension of specimens is in the order of mm, sub mm or microns. CTE values are determined based on their relation with the measured magnitude of stress jump resulting from the change in temperature. Their comparison with the CTE values reported by other sources is also presented. It is interesting to notice that CTE values measured by the method may vary depending on the level of applied stresses for the same amount of temperature change. Advantages of this method with respect to high sensitivity, easy operation, short testing time and others are also discussed.