Thermal expansion, electrical resistivity, magnetization, and specific heat measurements were performed on URu$_{2-x}$Fe$_{x}$Si$_{2}$ single crystals for various values of the Fe concentration $x$ in both the hidden order (HO) and large moment antiferromagnetic (LMAFM) regions of the phase diagram. Our results show that the paramagnetic (PM) to HO and LMAFM phase transitions are manifested differently in the thermal expansion coefficient. For Fe concentrations near the boundary between the HO and LMAFM phases at $x_c$ ~ 0.1, we observe two features in the thermal expansion upon cooling, one that appears to be associated with the transition from the PM to the HO phase and another one at lower temperature that may be due to the transition from the HO to the LMAFM phase. These two features have not been observed in other measurements such as specific heat or neutron scattering. In addition, the uniaxial pressure derivative of the transition temperature, based on a calculation using thermal expansion and specific heat data, changes dramatically when crossing from the HO to the LMAFM phase.