Thermal errors of CNC machine tools was checked and measured by double-ball bar in this paper. Mathematical model of measuring thermal error of machine tools by DBB on the principle of its basic measurement was derived. Combining it with kinematics model of machine tool, the identification law of error component parameters was established when thermal error was checked and measured by DBB. Thus, all of the thermal error component would be separated from the synthetical error. Finally, the entire analysis was provided to adjust machine tool and actualize error compensation of machine tool through grasping main factors influencing the machining precision of machine tool.