The structural phase transitions occuring in the ordered perovskite $Pb_2CoWO_6$ have been invesigated by means of X-ray diffraction, dielectric constant and DSC measurements. Two successive structural phase transitions, cubic phase(Ⅰ) $\longleftrightarrow$ incommensurate phase(Ⅱ) $\longleftrightarrow$ orthorhombic ferroelectric phase(Ⅲ), were observed at 25℃ and near -35℃ on cooling, respectively. The basic structure of the incommensurate phase has been identified as monoclinic from the X-ray diffraction profile, simulating with the aid of a computer program, X-ray Diffraction Profile Previewer. Especially, there exist extra peaks with very small intensity of which the location is not associated with a simple multiplication of the unit cell and reveals an incommensurate modulation. The incommensurate peaks survive the transition to orthorhombic phase(Ⅲ) and can be observed down to about -95℃. The cubic-to-incommensurate phase transition is strongly first order, which is further confirmed by dielectric thermal hysteresis and sharp dielectric curve. The incommensurate-to-ferroelectric phase transition has been characterized by very weak dielectric constant anomaly. The temperature dependence of the lattice parameters in three phases has been determined using X-ray diffractomater containing low-and high-temperature attachments. It was found that the cubic-to-incommensurate phase transition shows an anomalous volume expansion and incommensurate-to-ferroelectric phase transition contrastively reveals an anomalous volume contraction. From the observation of DSC curves, it has been found that the enthalpy change of the transition at 25℃ is twice as much as the next transitioin near -35℃.