The influence of nano-silica (nSiO₂) and micro-silica (mSiO₂) in the shell and wood fiber filler in the core on the thermal expansion behavior of co-extruded wood/polyethylene composites (Co-WPCs) was investigated to optimize the thermal expansion resistance. The cut Co-WPCs samples showed anisotropic thermal expansion, and the thermal expansion strain and linear coefficient of thermal expansion (LCTE) decreased by filling the shell layer with rigid silica, especially nSiO₂. Finite element analysis indicated that the polymer-filled shell was mainly responsible for the thermal expansion. The entire Co-WPCs samples exhibited a lower thermal expansion strain than the cut Co-WPCs samples due to protection by the shell. Increasing the wood fiber content in the core significantly decreased the thermal expansion strain and LCTE of the Co-WPCs. The Co-WPCs whose core layer was filled with 70% wood fiber exhibited the greatest anisotropic thermal expansion.