The coefficients of thermal expansion of thin metal film with face-centered cubic structure at zero pressure are investigated using the statistical moment method (SMM), including the anharmonic effects of thermal lattice vibration. The Helmholtz free energy, mean-square atomic displacement and linear thermal expansion coefficients are derived in closed analytic forms in terms of the power moments of the atomic displacement. Numerical calculations for Al, Au and Ag thin films are found to be in good and reasonable agreement with other theoretical results and with the experimental data.