According to the microstructures in eutectic composite ceramic containing lamellae, the four phase model, which is composed of lamellae, eutectic interphase, matrix-atmosphere and effective medium, is put forward. Three phase cell that is composed of lamellae, eutectic interphase and matrix-atmosphere can be regarded as a composite inclusion. In view of Eshelby theory, the effective thermal expansion coefficients of eutectic composite ceramic containing the same orientation lamellae are determined. The eutectic composite ceramic is transverse isotropy and has two independent thermal expansion coefficients. The quantitative analysis shows that the effective thermal expansion coefficients have obvious size dependence.