Predictions of the anisotropic coefficients of thermal expansion are needed to not only compare to experimental measurement, but also as input for macroscopic modeling of devices which operate over a large temperature range. While most current methods are limited to isotropic systems within the quasiharmonic approximation, our method uses first-principles calculations and includes anharmonic effects to determine the temperature-dependent properties of materials. These include the lattice parameters, anisotropic coefficients of thermal expansion, isothermal bulk modulus, and specific heat at constant pressure. Our method has been tested on two compounds (Cu and AlN) and predicts thermal properties which compare favorably to experimental measurement over a wide temperature range.