Thermal error, as the main factor, affects the machining accuracy of machine tools. It can be controlled effectively by error compensation. In the method of error compensation, the cores and keys of the whole compensation process are obtaining the thermal error of machine tool and establishing the thermal error model. The detection method and modeling method of the thermal error of machine tools are summarized, including direct and indirect detection method, multiple regression analysis method, artificial neural network method, support vector machine method, grey system theory method and Bayesian algorithm. At last, combining with the current research status, it prospects the development in future.