To decrease the thermal error in the machining of high speed machine tools, a new design idea based on the cellular metal structures was proposed. With forced convection in cellular metals, the heat generated in machining will be dissipated and the machining precision can be guaranteed. The thermal property of machine slides using 2D rectangle cellular structures was studied with theoretical analyses and numerical simulation. The theoretical predictions are in good agreement with the finite element simulation results. The overall heat transfer coefficient and the thermal performance were acquired with the volume-averaging method and the relationships between the cellular porosity, cellular sizes and the thermal performance were discussed. The analyzed results show that the maximum thermal performance can be got when the cellular porosity equals about 0.85 and with the increase of cellular sizes, the thermal performance decreases.