Heat generation of a bearing was studied based in this paper. Computational models of power loss were built. The total heat generation was gotten. Influences on total heating were analyzed at various inner ring rolling velocities and applied loads. The results show that bearing rolling velocity and axial load affect heat generation strongly. Meanwhile sliding friction, which exists between balls and the cage pocket, cages and the surface of outer ring, is the main factors of bearing heating. Bearings with shaft are mainly used in gyro motors of aviation, aerospace, marine navigational systems, which own a long life and high reliability. Heat generated by friction affects its performance, life and reliability, and consequently influences control precision and life of gyro motors. If the rate of heat dissipation is less than the rate of the heat generation, the system temperatures will raise, the hardness of bearing ring and rolling element steel decrease, and resulting in plastic deformations, lubricant deterioration occurs, ultimately, heat imbalance failure leads to breakage of bearing components and bearing seizure[1,2].So precise evaluating heat generation of bearings with shaft is important for design, manufacture and application of bearing. The heat generation of bearing comes from power loss of friction. The traditional methods contain the local method and integral method . Palmgren who used the integral method based on experimental results advanced an empirical formula of total friction moment . The calculation result is lower than the fact because ignoring infection of lubricant flux. Astringe and Smith improved the above formula .But it was just for roller bearing. Harris established a local method for the ball bearing and rolling bearing . Pouly et al [6, 7] analyzed part power loss of the high speed rolling bearing based on local method. Compared with the integral method, the local method calculated heating of all heat sources. The results were more accurate. Liu Zhi-quan, Han Min-zheng et al computed the heat of high speed rolling and ball bearing by the local method [8, 9]. This paper studies heat generation mechanism of bearing with shaft from a gyro motor. Different heat sources from bearings are calculated by a self-made program. All factors which influence heat generation would be gotten by analyzing at different working conditions. It would offer a theoretical basis for optimal design and proper use of bearings with shaft.