An expandable sand control screen (100) that is positionable within a wellbore comprises a fluid permeable generally tubular member (102) that is expanded downhole. A filtering assembly is disposed exteriorly of the generally tubular member (102). The filtering assembly includes a filter medium (106) that prevents the flow of particulate material of a predetermined size therethrough but allows the flow of production fluids therethrough. The filtering assembly also includes a compliable member (118) that has a thickness that is radially variable downhole. During or after expansion of the expandable sand control screen (100), the radial variability of the thickness of the compliable member (118) allows the expandable sand control screen (100) to comply with any irregularities in the wellbore profile, thereby preventing any void regions between the expandable sand control screen (100) and the wellbore.