We present a Raman scattering and dilatometry study of polycrystalline samples of the magnetic superconducting ruthenocuprates RuSr 2 Gd 2−x Ce x Cu 2 O 10+δ (RuGd 1222 ) and RuSr 2 GdCu 2 O 8 (RuGd 1212 ). In the Raman spectra a high-temperature diffusive-like laser-tail develops below the magnetic ordering temperature (T M ) into an underdamped peak which shifts up to ∼130cm−1. A line assigned to O(Ru) phonons hardens, narrows and strengthens strongly below T M . Finally, a phonon peak appears below T M at ∼590cm−1. These three magnetic-order-dependent features are observed for RuGd 1212 and for RuGd 1222 with x=1.0, but do not appear for x=0.5. Dilatometry measurements, on the other hand, evidence a change of the expansion coefficient at T M . These results point to a structural effect accompanying the magnetic order, and suggest a complex interplay of spin and lattice degrees of freedom in these ruthenocuprates.