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Multiferroic materials are characterized by simultaneous magnetic and ferroelectric ordering making them good candidates for magneto-electrical applications. We conducted thermal expansion and magnetostriction measurements in magnetic fields up to 14 T on perovskitic GdMnO3 by highresolution capacitive dilatometry in an effort to determine all longitudinal and transversal components of the magnetostriction tensor. Below the ordering temperature TN= 42 K, i.e., within the different complex (incommensurate or complex) antiferromagnetic phases, lattice distortions of up to 100 ppm have been found. Although no change of the lattice symmetry occurs, the measurements reveal strong magneto-structural phenomena, especially in the incommensurate sinusoidal antiferromagnetic phase. A strong anisotropy of the magnetoelastic properties was found, in good agreement with the type and propagation vector of the magnetic structure.