Recently, environmental pollution has become a big problem in industry and many researches have been done in order to preserve the environment. In the grinding process, the coolant has great influence on environment. It contains several chemicals(sulfur, phosphorus and chlorine) to improve the grinding efficiency. If these additives go into the workplace atmosphere, it is harmful for workers. It can also cause the environment pollution. Because of these reasons many studies have been done to minimize the amount of coolant. However the small amount of coolant can cause the thermal defect on the ground surface layer. This study forced the effects of the compressed cold air when the spindle shaft materials(SCM4 & SCM21) were cylindrical ground with WA wheel. The compressed cold air was used as the coolant and grinding performance was compared with that of the conventional grinding fluids(emulsion). Many experiments were carried out with these two cooling materials. The surface roughness, residual stress, and roundness were measured for the cylindrical grinding. The test results showed that the compressed cold air was very useful as the cooling materials for grinding process. It was also efficient to minimize the thermal defects of workpiece and could also play a role in solving environmental pollution.