Thermal expansion of the ball screw can directly affect the accuracy of positioning along the travel axis in the semi-closed loop type CNC Lathe. In this paper, use of MACRO variables can make the thermal displacement of the ball screw estimated. Also, the estimated displacements of the ball screw are controlled by calculating the interval of pitch error rate in the Numerical Control(NC). Under the constant operating conditions, the thermal expansion of the ball screw was measured to confirm the effectiveness of the compensation method in the CNC Lathe. By using this method the results show that the thermal displacement of the ball screw could be reduced to 20% compared with ordinary method.