  We use temperature dependent neutron powder diffraction (NPD) to investigate
the structural changes and magnetic interactions in double perovskite
Sr$_{2-x}$La$_x$CoNbO$_6$ ($x=$ 0.4 and 0.6). A structural phase transition
from tetragonal ($I4/m$) to monoclinic ($P2_1/n$) is observed between $x=$ 0.4
and 0.6 samples. Interestingly, temperature evolution of the unit cell
parameters follow the Gr\"uneisen approximation, and the analysis suggest the
isotropic thermal expansion in case of the $x=$ 0.4 sample, whereas the $x=$
0.6 sample shows the anisotropy where the thermal expansion along the $c$-axis
significantly deviates from the Gr\"uneisen function. We observe the $z$-out
Jahn-Teller distortion in the CoO$_6$ and consequently $z$-in distortion in the
adjacent NbO$_6$ octahedra. With increase in the La substitution, a decrease in
the degree of octahedral distortion is evident from the significant reduction
in the local distortion parameter $\Delta$ around the B-site atoms.
