The accuracy stability of precision CNC lathe batch is an important indicator to measure the performance of machine tools.Thermal elongation of the feeding shaft during machining is one of the most important factors affecting machining accuracy.By studying the direction of thermal distortion and elongation of feeding shaft, screw pre-stretching and CNC thermal error compensation function were compared, the limitations of these two methods were studied, a method to reduce the thermal error of the feeding shaft by using a hollow oil cooling circulation system was proposed. In this hollow oil cooling circulation system, the heat generated by the screw nut was took away through the cooling oil circulated inside the hollow screw, and the heat generated by the bearings was took away through the cooling oil circulated inside the bearing chamber. Structural design and experimental verification were carried out. The results show that the system can make the feed system maintain temperature stability during machining,so thermal error is reduced and the accuracy stability of batch machining is improved.