At present, the thermal error compensation of machine too is aimed on and compensated with forecast, which were determined mostly by the corresponding mathematical model distracted from a number of experiments. This method was limited by numerous factors such as the temperature conditions, processing conditions, model precision and so on, which often led into failure in nonexperimental conditions. By making the machine tool of feed ball screw as an example, the theory of forming mechanism of thermal error of the ball screw was explored, then simulating the mechanism, and finally doing experiments to verify. The comparison between simulation and experiment shows that the simulation results based on the ball screw thermal error's theory mechanism are coincident with the experimental results basically and can be synchronized with time. It proves that the simulation can realize the adaptive real time compensation of thermal error.