A new methodology used to solve the problem of the selection of key thermal points of the CNC machine tool thermal error based on the grey synthetic degree of association was proposed. After calculating the degrees of different thermal points with respect to the machine thermal error, selection was made on the rules proposed. The method was applied to the research of a CNC turning center, and finally 4 key thermal points were picked out from 16 candidate points. The compare result indicated that the model constructed by using the key thermal points can significantly improve the robustness, that the calculation process of the methodology is much easier than the existed methods, and that the criterion is simple and clear.