As an ultrathin wide-bandgap (WBG) material, CaNb₂O₆ exhibits excellent optical and electrical properties. Particularly, its highly asymmetric crystal structure provides new opportunities for designing novel nanodevices with directional functionality. However, due to the significant challenges in applying conventional techniques to nanoscale samples, the in-plane anisotropy of CaNb₂O₆ has still remained unexplored. Here, we leverage the resonant nanoelectromechanical systems (NEMS) platform to successfully quantify both the mechanical and thermal anisotropies in such an ultrathin WBG crystal. Specifically, by measuring the dynamic response in both spectral and spatial domains, we determine the anisotropic Young’s modulus of CaNb₂O₆ as E_{Y (a)} = 70.42 GPa and E_Y(b) = 116.2 GPa. By further expanding this technique to cryogenic temperatures, we unveil the anisotropy in thermal expansion coefficients as α_(a) = 13.4 ppm·K⁻¹, α_(b) = 2.9 ppm·K⁻¹. Interestingly, through thermal strain engineering, we successfully modulate the mode sequence and achieve a crossing of (1 × 2)-(2 × 1) modes with perfect degeneracy. Our study provides guidelines for future CaNb₂O₆ nanodevices with additional degrees of freedom and new device functions.