This paper investigates how to use shape memory alloy (SMA, Ni-Ti alloy) as a method of chucking parts. It is because tool holder can be simplified and miniaturized. SMA cannot be utilized as chucking tool because it is one-way direction, but it is possible to shrink and release a tool by changing temperature in case SMA is made of combing cylinder with alloy tool steel (SKD61 in JIS). In this report, prototype shrinking tool holder that used combing cylinder with SMA was developed and tried milling processes. As a result, it is clear that combing cylinder with SMA can endure cutting force.