We report anisotropic thermal expansion of the parent, AEFe2As2 (AE = Ba, Sr, and Ca), compounds. Above the structural/antiferromagnetic phase transition anisotropy of the thermal expansion coefficients is observed, with the coefficient along the a-axis being significantly smaller than the coefficient for the c-axis. The high temperature (200 K ≤ T ≤ 300 K) coefficients themselves have similar ...