Negative thermal expansion (NTE) is a counterintuitive physical phenomenon that the unit cell volume of material usually contracts instead of expands upon heating. With two decades’ development, NTE has been discovered in many kinds of compounds, in which framework structure materials account for the major part. The flexible bridging linkage units and relatively large void in the crystal structure of framework structure materials facilitate the transverse vibration of atoms, resulting the intriguing NTE. A growing number of framework structure NTE materials have been discovered from the earliest studied oxides, cyanides, metal–organic frameworks (MOFs), and then to fluorides. In this paper, framework NTE materials are reviewed thoroughly in terms of chemical formulas and crystal structures, which involve oxides, fluorides, cyanides, and MOFs. The thermal expansion property of framework structure materials is closely associated with the structure character that a larger framework with more flexible bridge groups encourages a stronger NTE. Since the metal atom size impacts the volume of framework structure, the magnitude of NTE is also sensitive to the metal atom size in a specific crystal structure classification. Accordingly, control methods of thermal expansion aiming at framework structures are summarized, including chemical substitution, local structure distortion, and guest molecular or ions intercalation. As for the control of thermal expansion, chemical substitution is the most widespread method. The recently proposed method of guest molecular or ions intercalation is most effective for the thermal expansion control in large framework structures such as cyanides and MOFs. The local structure distortion shows a significant effect in fluorides, which can be extended to other systems. At last, problems and future developments of framework structure NTE materials are discussed from the aspects of discovery and design of new NTE materials, NTE mechanism, thermal expansion control, and application of NTE materials. Some strategies and ideas are proposed for the development of framework structure NTE materials.