An experimental study on the thermal expansion of a collection of crosslinked low-density polyethylene (LDPE) foams with closed-cell structure is presented. The thermal characterization of these materials, the relationships between the linear thermal expansion coefficient and the structure of the foams, and the determination of the variables that can modify the thermal properties of these products are the goals of this work. The experimental results show that the linear thermal expansion coefficient decreases when the density of the foamed material increases. The gas expansion inside the cells is a mechanism that should be taken into account. Moreover, the thermal expansion also depends on the cellular structure.