LuBa₃B₉O₁₈ borate was prepared using a high-temperature solid-state synthesis. The crystal structure, as in the cases of α- and β-BaB₂O₄, is composed of isolated rigid B₃O₆ groups. For the first time, its thermal behavior was investigated by high-temperature X-ray powder diffraction (HTXRD) within the temperature range of 20–980 °C. The LuBa₃B₉O₁₈ structure expands highly anisotropically. As the temperature increases, the degree of anisotropy decreases (α_max/α_min = 9 at 25 °C and 6 at 800 °C) and the coefficient of volume expansion increases from 38.9 to 54.1 × 10⁻⁶ C⁻¹, respectively. A comparative analysis of the nature of thermal deformations of the three borates under consideration was conducted.