NaFe(WO4)2 is closely related to MnWO4 one of the prototype spiral multiferroics, and it exhibits transitions from incommensurate cycloid order to a commensurate up-up-down-down structure, which appears in multiferroic MnWO4 and RMnO3. Thermal expansion measurements reveal very strong anomalies upon entering the commensurate phases, which together with the magnetic frustration suggests that structural dimerization accompanies the antiferroamagnetic order. We propose to determine this structural dimerization in the commensurate magnetic phase.