Femtosecond laser exposure of fused silica in the nonablative regime can lead to various localized bulk modifications of the material structure. In this paper, we show that these laser-induced modifications can be used to tune silica thermal expansion properties permanently. In particular, we demonstrate that a given exposer regime leads to lower thermal expansion than the bulk, while other exposure conditions yield the opposite results. This remarkable property enables the possibility to engineer a given thermal expansion behavior by selectively exposing a material volume to a femtosecond laser beam. This finding opens up opportunities for a variety of integrated precision instruments and optical devices for which inertness to thermal fluctuations is essential.