The high-temperature behavior of Ba2MgWO6 and Sr2MgWO6 double perovskite compounds is studied by high-temperature XRD (HT-XRD) and dilatometer. At ambient temperature, Ba2MgWO6 crystallizes in cubic symmetry with space group Fm-3m (a= 8.1345(2) Å and V= 538.26(2)Å3, Z= 4). The later compound crystallizes n tetragonal symmetry with space group I4/m (a= 5.5876(1) and c= 7.9490(3)Å; V= 248.18(1) Å3, Z= 2). HT-XRD studies on these compounds were carried out in the temperature range of 25–1200◦ C at each 100o C interval in the static air atmosphere. Ba2MgWO6 is found to expand linearly in the studied temperature range. At and above 300o C, a cubic elpasolite-type phase is observed for Sr2MgWO6. Within the tetragonal lattice, this compound shows anisotropic expansion. In the temperature range of 25–1200o C, the typical volume thermal expansion coefficients of Ba2MgWO6 and Sr2MgWO6 are 35.6×10−6 and 39.6×10−6/oC, respectively. The details of the phase transition and thermal expansion are explained in this manuscript.