A sequence of reversible phase transitions γ ↔ β′ (at 511°С) ↔ α (at 587°С) was found in Ca₂B₂O₅ by high-temperature X-ray powder diffraction, DSC and in the high-temperature Raman spectroscopy. The crystal structure of high-temperature modification, α-Ca₂B₂O₅, was refined by the Rietveld method at 600°С. It is isostructural to the α-Sr₂B₂O₅ and shows the orientational disorder of isolated B₂O₅ pyroborate groups. Thermal expansion is strongly anisotropic (α₁₁ = 25, α₂₂ = 7, α₃₃ = 2 × 10⁻⁶ °C⁻¹ at 400 °C) and dictated by preferential orientations of BO₃ triangles in the structure.