Ultrafast electron diffraction is a powerful technique for the measurement of transient structure at atomistic level and on ultrafast timescale. Here we report the development of the first such an ultrafast electron diffraction system in China. With careful design and after performing optimization of its spatiotemporal resolution, we are able to detect a sub-milli-ngstrom lattice spacing change with a sub-picosecond temporal resolution in an ultrafast heated Al film. This achievement offers great promise to conduct real-time measurements of transient structures in many dynamical processes that can be initiated by ultrafast optical excitation.