Negative thermal expansion, i.e. a type of shrinkage that occurs during heating, was observed in cold-rolled Ti-29Nb-13Ta-4.6Zr alloy (mass%) (TNTZ). The reduction ratio of cold rolling was systematically changed, and then the thermal expansion rate was measured using a dilatometer. The cyclicity of thermal expansion was also examined for the cold-rolled TNTZ. Further, the effect of oxygen content on the thermal expansion behavior of the cold rolled TNTZ was examined. With an increase in the reduction ratio of cold rolling, the thermal expansion rate of TNTZ cold-rolled parallel to the rolling direction (RD) decreases, but it increases in TNTZ cold-rolled parallel to the transverse direction (TD). The cyclicity of above-mentioned anomalous thermal expansion is observed in a temperature range below 473 K, but it is not observed when the specimen is heated to above 573 K in the first cycle. The oxygen suppresses the negative thermal expansion behavior of TNTZ.