Drilling is one of the most complex machining processes. The 3D coupled thermo-mechanical model was developed based on Third Wave Systems AdvantEdge to study the drilling process. The workpiece was set as elastic-plastic model, which considering strains hardening, heat generation of friction in tool-chip interface and shearing deformation. Adaptive meshing technology was used, the mesh of work region refined. Contrast tests were conducted to study the chip, drilling forces and drilling temperature in drilling 45 steel and TI6AL4V. Results indicated that the results of simulation were according to experimental results; the torque of drilling TI6AL4V was less than that of drilling 45 steel, but the drilling temperature was higher than that of drilling 45 steel. Thus, finite element simulation is also an important tool to study the drilling process.