High-entropy (HE) ultra-high temperature ceramics have the chance to pave the way for future applications propelling technology advantages in the fields of energy conversion and extreme environmental shielding. Among others, HE diborides stand out owing to their intrinsic anisotropic layered structure and ability to withstand ultra-high temperatures. Herein, we employed in-situ high-resolution synchrotron diffraction over a plethora of multicomponent compositions, with four to seven transition metals, with the intent of understanding the thermal lattice expansion following different composition or synthesis process. As a result, we were able to control the average thermal expansion (TE) from 1.3 × 10⁻⁶ to 6.9 × 10⁻⁶ K⁻¹ depending on the combination of metals, with a variation of in-plane to out-of-plane TE ratio ranging from 1.5 to 2.8.