In a machine tool, continuous usage causes heat generation at the moving elements and this heat causes expansion of the various structural elements of the machine tool. The main direction of current research about machine tool thermal error is that named thermal error compensation. This paper presents a new approach in thermal error control instead of thermal error compensation and applied on a ball screw feed drive system. Ball screw is the key contributor to the thermal error of a machine tool which leading to dimensional error of machined work-piece. A novel/well designed high speed/high precision nut/screw air cooling ball screw system was developed to control thermal errors on a machine tool feed drive system. In order to discuss the effectiveness of the developed high speed/high precision nut/screw air cooling ball screw system, a series of tests was done. In this paper, experimental thermal behavior of nut/screw air cooling ball screw system for high-precision feed was discussed. As the results, relatively big temperature rising presented through the whole test process in no cooling condition and “Learning curve” phenomenon presented in the cooling cases. And the dominated temperature rising area covered the nut moving range completely.