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The cementite phase of Fe3C has been studied by high-resolution neutron powder diffraction at 4.2 K and at 20 K intervals between 20 and 600 K. The crystal structure remains orthorhombic (Pnma) throughout, with the fractional coordinates of all atoms varying only slightly (the magnetic structure of the ferromagnetic phase could not be determined). The ferromagnetic phase transition, with Tc ≃ 480 K, greatly affects the thermal expansion coefficient of the material. The average volumetric coefficient of thermal expansion above Tc was found to be 4.1 (1) × 10−5 K−1; below Tc it is considerably lower (< 1.8 × 10−5 K−1) and varies greatly with temperature. The behaviour of the volume over the full temperature range of the experiment may be modelled by a third-order Grüneisen approximation to the zero-pressure equation of state, combined with a magnetostrictive correction based on mean-field theory.