The crystal structure of the α-CsB₅O₈ high-temperature modification has been refined by single crystal X-Ray diffraction at 20, 300, and 500°C. The structure is based on the zigzag boron-oxygen layers built up from rigid 〈2Δ□〉- 〈2Δ□〉 pentaborate groups. Cs atoms are located in large cavities of the layer and have nine neighboring oxygen atoms. Five oxygen neighbors are placed within the same layer as the Cs cation; the other four ones belong to two adjacent layers. Thermal stability of the boron-oxygen triangles, tetrahedra, and pentaborate groups was established. Thermal expansion of the structure observed with the use of high-temperature powder X-ray diffraction has sharply anisotropic character: α₁₁ = 27, α₂₂ = 61, α₃₃ = -8×10^-6 K^-1. The CsO₉ cation polyhedron plays dominating role in bulk thermal expansion of the structure, whereas the high anisotropy is caused by partial straightening of the zig-zag layer through hinge mechanism.