We measured the thermo-optic coefficients dn/dT of anisotropic Nd:KGd(WO(4))(2) crystals at the wavelengths of 1.064 μm and 532 nm (300 K) by a beam deflection method. The values of dn/dT are determined to be dn(p)/dT = -16.0 × 10(-6) K(-1), dn(m)/dT = -11.8 × 10(-6) K(-1), and dn(g)/dT = -19.5 × 10(-6) K(-1) (at 1.064 μm) and dn(p)/dT = -14.3 × 10(-6) K(-1), dn(m)/dT = -10.0 × 10(-6) K(-1), and dn(g)/dT = -15.0 × 10(-6) K(-1) (at 532 nm). Thermal lensing in the flashlamp-pumped N(p)- and N(g)-cut Nd:KGd(WO(4))(2) laser rods was studied at 1.064 μm by a probe beam technique in the nonlasing conditions, and the contribution of the photoelastic term to the thermal lens optical power was estimated. Athermal propagation directions with the definitions dn/dT + (n-1)α(T) = 0 and dn/dT + nα(T) = 0 were found in Nd:KGd(WO(4))(2).