Layered lanthanide nickelates of the first order with a K₂NiF₄-type structure, including Nd₂NiO₄, are considered as prospective oxygen electrode materials for different high-temperature electrochemical devices, membrane materials and catalysts. The presence of highly-mobile over-stoichiometric oxygen in their structure, the content of which depends on the synthesis and ambient conditions, strongly influences their functional properties. In this study, the materials of the Nd_2-xCa_xNiO_4+δ (x = 0–1.0) series were obtained via a citrate-nitrate method. The Ca substitution limit was found to be equal to 30 mol %. The high-temperature structural, thermo-mechanical and electrical properties of the materials obtained were investigated in close relation with their oxygen over-stoichiometry. It was found that the absolute oxygen content decreased with Ca doping, which resulted in a transition from an orthorhombic structure (Fmmm sp. gr.) at x = 0, 0.1 to a tetragonal structure (I4/mmm sp. gr.) at x = 0.2, 0.3 and then, with further increase in Ca doping, to an orthorhombic structure (Bmab sp. gr.). Dilatometric curves for all the samples possessed high-temperature breaks corresponding to the structural changes caused by oxygen release upon heating, which was revealed in the HT-XRD and TGA-DSC experiments. There was a tendency for the thermal expansion coefficient to decrease both in the low and high temperature range with Ca doping. The minimum average TEC values were found for the samples with x = 0.4 (12.1 × 10⁻⁶ K⁻¹) and with x = 0.6 (11.8 × 10⁻⁶ K⁻¹) according to the HT-XRD and dilatometry data, respectively. There was a maximum at x = 0.4 (135 S cm⁻¹) on the concentration dependence of the total conductivity obtained in the dc four-probe measurements. Materials with a medium Ca content (0.3–0.4), possessing moderate CTE values (∼12 × 10⁻⁶ K⁻¹), close to those of the majority of solid-state electrolytes, and showing a high level of total conductivity, can be recommended as promising materials for various electrochemical applications.