In metal cutting, the machining accuracy is more affected by thermal errors than by geometric errors. This paper models of the thermal errors for error analysis and develops on-the-machine measurement system by which the volumetric error are measured and compensated. The thermal error is modeled by means of angularity errors of a column and thermal drift error of the spindel unit which are measured by the touch probe unit with a star type styluses, a designed spherical ball arti-fact, and five gap sensors. In order to analyze the thermal characteristics under several operating conditions, experiments performed with the touch probe unit and five gap sensors on the vertical and horizontal machining centers.