Ball screw system is widely used as a precision mechanical linear actuator that translates rotational motion to linear motion for its high efficiency, great stiffness and long life. Recently, according to the requirements of high accuracy and stiffness, the pre-load on the ball screw which means of remove the backlash in the ball screw is usually used. Because of the preload which means the frictional resistance between the screw and nut, becomes a dominating heat source and it generates thermal deformation of ball screw which is the reason for low accuracy of the positioning decision. There are several methods to solve the problem that includes temperature control, thermal stable design and error compensation. In the past years, researchers focused on the error compensation technique for its ability to correct ball screw error effectively rather than the capabilities of careful machine design and manufacturing. Significant amounts of researches have been done to real-time error compensation. But in this paper, we developed a series of cooling methods to get thermal equilibrium in the ball screw system. So we find the optimum cooling type for improving positioning error which caused by thermal deformation in the ball screw system.