In this paper we study the behavior of dilation operators \( D_\lambda :f \mapsto f(\lambda \,\cdot ) \) with \( \lambda > 1 \) in the context of Triebel-Lizorkin-Morrey spaces \({\mathcal {E}}^{s}_{u,p,q}(\mathbb {R}^d)\) . For that purpose we prove upper and lower bounds for the operator (quasi-)norm \(\left\| D_\lambda \; \vert \;{\mathcal {L}}\big ({\mathcal {E}}^s_{u,p,q}({\mathbb {R}}^d)\big ) \right\| \) . We show that for \(s>\sigma _p \) the operator (quasi-)norm \(\left\| D_\lambda \; \vert \;{\mathcal {L}}\big ({\mathcal {E}}^s_{u,p,q}({\mathbb {R}}^d)\big ) \right\| \) up to constants behaves as \(\lambda ^{s - \frac{d}{u}} \) . For the borderline case \( s = \sigma _{p} \) we observe a behavior of the form \(\lambda ^{\sigma _p- \frac{d}{u}}\) , multiplied with logarithmic terms of \(\lambda \) that also depend on the fine indexq. For \(s< \sigma _{p}\) and \(p \ge 1\) we find the relation \(\left\| D_\lambda \; \vert \;{\mathcal {L}}\big ({\mathcal {E}}^s_{u,p,q}({\mathbb {R}}^d)\big ) \right\| \sim \lambda ^{ - \frac{d}{u}}\) . The case \(s < \sigma _{p}\) and \(p < 1\) is investigated as well. Our proofs are mainly based on the Fourier analytic approach to Triebel-Lizorkin-Morrey spaces. As byproducts we show an advanced Fourier multiplier theorem for band-limited functions in the context of Morrey spaces and derive some new equivalent (quasi-)norms and characterizations of \({\mathcal {E}}^{s}_{u,p,q}(\mathbb {R}^d)\) .