The structural, elastic, electronic, vibrational and thermodynamic properties of uranium aluminides UAlx (x = 2, 3, 4) were studied by density functional theory calculations. The single crystal elastic constants of UAlx were predicted using the stress-strain method, which were further used to calculate the polycrystalline aggregate properties of UAlx, including bulk modulus, shear modulus, Young's modulus, and Poisson's ratio, etc. The calculated electronic density of states confirm that UAlx compounds are metallic phases with majority states at the Fermi level contributed by U 5f electrons. The phonon dispersion relations and density of states show that the low frequency acoustic phonon modes of UAlx are dominated by the lattice vibration of uranium atoms while high frequency optical phonon modes are from the vibration of aluminum atoms. Using quasiharmonic approximation, thermodynamic properties of UAlx, including Gibbs free energy, entropy, heat capacity, and linear thermal expansion coefficient, were predicted by including both lattice vibrational and thermal electronic contributions. The thermal electronic energy was found to be crucial for the description of the temperature dependence of the thermodynamic properties. The derived Gibbs energy functions of UAlx are expected to be useful to the thermodynamic modeling of the ternary U-Mo-Al system.