Ultrafast electron diffraction (UED) is a rapidly advancing technique capable of recording the atomic-detail structural dynamics in real time. We report the establishment of the first UED system in China. Employing this UED apparatus, both the coherent and the concurrent thermal lattice motions in an aluminium thin-film, trigged by ultrafast laser heating, have been observed. These results demonstrate its ability to directly measure a sub-milli-angstrom lattice spacing change on a sub-picosecond time scale.