Two polymorphs of Holmium molybdate, known as β'-phase and γ-phase, were prepared by solid state reaction with different thermal treatments. These polycrystalline samples have been studied for the first time by X-ray thermodiffractometry from room temperature up to 1300 K. We found that the initial β'-phase undergoes a transition to a β-phase and then to a γ-phase. The γ (hydrated)-phase, turns to the γ (dehydrated)-phase and then to the β-phase. Each sequence involves a reversible and an irreversible phase transition for Ho₂(MoO₄)₃. Both polymorphs have remarkable physical properties like nonlinear optics, ferroelectricity and negative thermal expansion. We have calculated the linear expansion coefficients of both phases. We have obtained a positive coefficient for the β'-phase and a negative one for the γ-phase. Moreover, we have made a comparison of the obtained coefficients with previous results for other rare earth molybdates.