The thermal properties of the LHCb Vertex Locator (VELO) are studied using the real-time detector alignment procedure. The variation of the position and orientation of the detector elements as a function of the operating temperature of the VELO is presented. This study uses a dataset collected by the LHCb experiment during a VELO temperature scan performed at the end of LHC Run 2 (October 2018). Significant shrinkage of the VELO modules is observed at the operating temperature of -30°C compared to the laboratory measurements on a single module taken at a range of temperatures from +45°C to -25°C. The thermal shrinkage expected from the extrapolation of laboratory measurements to lower temperatures, and the results of this alignment study are in good agreement.