Two dimensional (2D) materials generally exhibit negative thermal expansion (NTE) along the in-plane directions due to the so called "membrane effect"，i.e. the thermal fluctuation in vertical direction. The thermal phenomenon may drastically impact the stability and electronic property of the low dimensional materials. Based on first-principles calculations and qusiharmonic approximation, electronic structures, phonon spectra and expansion property of the two dimensional materials: graphene, h-BN sheet and graphene/h-BN heterostructure are systematically studied. The mode grüneisen parameters are calculated and the vibrational modes which contribute to the NTE in the three systems are discussed. The calculated results show that both graphenen and h-BN exhibit pronounced NTE in the in-plane directions due to the vertical thermal vibration. The graphenen/h-BN heterostructure is formed through van der Waals (vdW) interaction between the monolayer graphene and the h-BN sheet and this weak interaction may influence the vertical thermal vibration of the monolayer graphene and the h-BN sheet, and consequently the thermal contraction of the heterostructure is significant smaller than that of the h-BN, but larger than the graphene. Our results indicate that NTE of the two dimensional materials can be altered through the vdW interactions in experiment and enhance the thermal stability of the stucture and electronic property.