For the analysis of cooling effect, the cutting inserts were heated to 900°C and then exposed in the room-air and cold-air with different pressure respectively. The temperature variation were recorded by infra-red (IR) pyrometer. The temperature-dependent global heat transfer coefficients were estimated by the theoretical analysis and experimental data. The finite element analysis (FEA) was employed to simulate the cooling process and modify the estimated heat transfer coefficients. The heat transfer coefficients decreased from 55.1 W/m2•°C (800°C) to 9.32 W/m2•°C (350°C) in the natural cooling and approximately 300 W/m2•°C (600°C) to 60 W/m2•°C (300°C) in the cold-air cooling. Cold-air cooling greatly increased the heat transfer coefficients, but it seemed the air pressure had little pressure on the heat transfer coefficients.