Generally, a fixed type guide-bush system is installed during machining miniature work-pieces with high precision in the multi-task CNC lathe. But a conventional guide-bush system does not provide a constant clamping force under the condition of varying work-piece diameters. It is important to maintain a constant clamping force for guaranteeing machining precision. This paper proposes a new guide-bush system with a pneumatic clamping device for the CNC Swiss-turn lathe to keep constant clamping force with changes in work-piece diameters. Through performance tests, new clamping system developed in the study showed better machining precision at the cost of a small increase in the temperature of the system than conventional systems due to an increase in the frictional heat and a change in the heat transfer route.