Aside from its economic value, davidite and its synthetic analogs may have potential applications in materials science. The unique properties of the crichtonite group minerals, including davidite-(La), make them attractive candidates for high-level waste (HLW) immobilization. We studied the thermal evolution of the metamict davidite-(La) from the Radium Hill, Australia. The investigation of the temperature-induced crystallization process was conducted, and the thermal expansion coefficients (TEC) for the recrystallized davidite (RD) were determined for the first time. Our results demonstrate that RD has relatively low TEC indicating its thermophysical stability. The following TECs of davidite- (La) for the temperature range 25–1200 °C were obtained: a = b = 9.96 (3) × 10–6 ºC−1; c = 10.79 (4) × 10–6 ºC−1. The character of the thermal expansion is in agreement with the structure characterized by layers stacked along the c axis. The volume TEC αV = 24.81 (47)—36.80 (48) × 10–6 ºC−1. Davidite-(La) exhibits an almost isotropic thermal expansion and shows one of the most superior thermal performances in comparison to the other mineral-like phases utilized for the immobilization of HLW.