A2M3O12-type ceramics are potentially useful in a variety of applications due to their peculiar thermal and mechanical properties. In addition, their intrinsic coefficients of thermal expansion can be finely tuned through different mechanisms. Despite the great influence of extrinsic point defects on physical properties, only a few reports have dealt with their relationship to thermal expansion and thermal conductivity. Extrinsic oxygen vacancies in orthorhombic Al2W3O12, in different concentrations, were formed through heat treatments in argon or hydrogen atmospheres. X-ray powder diffraction, diffuse reflectance spectroscopy, and Raman and electron paramagnetic resonance spectroscopies were used to study the as-formed vacancies, and X-ray photoelectron spectroscopy was employed to propose a charge compensation mechanism. It was found that the intrinsic coefficient of thermal expansion of orthorhombic Al2W3O12 was severely affected by extrinsic oxygen vacancies. Thermal expansion was decreased up to 40% (from 25 to 400 °C) with respect to the extrinsic-point-defect-free counterpart. Unit-cell volumes of defective orthorhombic Al2W3O12 were larger, while their W-O bonds were weaker, likely leading to higher lattice flexibility and enhanced low-energy transverse acoustic modes. Extrinsic oxygen vacancies could be an additional mechanism for fine-tuning the intrinsic coefficients of thermal expansion in A2M3O12-type ceramics and in other framework structures built through two or threefold linkages.