$K_2CoCl_4$, single crystals were grown by the Czochralski method in Ar atmosphere. The thermal hysteresis of the dielectric constant at $T_c$ was investigated. $K_2CoCl_4$ crystal shows ionic hopping mechanism due to $K^+$ ion and the activation energy is nearly 0.62 eV. Thermal expansions along a-, b-, and c-axis of $K_2CoCl_4$, were measured on heating and the thermal expansion coefficients in each phase were calculated. From the result of the optical absorption measurement, we interpreted the absorption peak as transition energy between the splitted energy levels of the Co ion in the crystal field and it showed the possibility of the application to the optical band filter between 800 nm and 1200 nm.