In CNC lathe servo feed system, many parameters are uncertain, so it is difficult to establish accurate mathematical model of the feed system, and parameters of conventional PID controller can not change the parameters to adjust with the controlled object. Fuzzy PID controller, which has the advantages of conventional PID control and fuzzy control, can solve these problems very well. So we can make it applied in CNC lathe servo feed system. This paper has made a simulation of fuzzy self-turning PID controller in the MATLAB environment. The simulation shows that the fuzzy self-turning PID controller has a better control capability and a higher stability, and it improved the servo feed system dynamic performance.