The available testing techniques for the coefficient of thermal expansion (CTE) of materials can be divided into two types based on the state of the specimens during test: stress-free and pre-stressed. For traditional bulk specimens, there is no difference since the effect of the pre-stress is very small and can be neglected. However, for thin films, the pre-stress might cause an unacceptable experimental error if its effect is neglected. The related analysis is given in this study. In order to determine the CTE of thin films more accurately, a novel technique for stressed thin films was introduced and some test results for PI/SiO2 nanocomposite thin films were given.