A new carbon allotrope, pentadiamond, was recently reported in the literature. Herein, we investigate its thermal expansion and thermoelastic properties by first principles. It is observed that the bulk modulus and hardness of pentadiamond are far less than those of diamond, but the thermal expansion of pentadiamond is lower than that of diamond in the range of 0 K to 2000 K, and even negative in the temperature range of 0-190 K. The negative thermal expansion at low temperature originates from the transverse vibrations of the edge-shared atoms in the coplanar double-pentagon. The low thermal expansion at high temperature is contributed by the strong bonds in pentadiamond. Benefiting from the low thermal expansion, the elastic constants of pentadiamond decrease very slowly with respect to temperature compared with those of diamond. The low sensitivity of thermodynamic and thermoelastic properties to temperature makes pentadiamond a promising material for high anti-thermal-shock and accurate electronic device applications.