Abstract Thermal error compensation is a simple and efficient method to reduce thermal errors of machine tools, and the compensation effect largely depends on the temperature-sensitive points screened for the thermal error modeling. In this paper, 5 spindle heating experiments are carried out, and a new temperature-sensitive point screening method based on the Improved Binary Grasshopper Optimization Algorithm (IBGOA) feature selection is proposed. Firstly, an optimal approximation criterion is added to the Binary Grasshopper Optimization Algorithm (BGOA) for ensuring the convergence of the algorithm. And the temperature measuring points are regarded as the feature of the thermal error. Then these feature temperature point subsets are generated by IBGOA. Next, the stepwise regression analysis is carried out to remove non-significant temperature points from these subsets. And each subset is evaluated to search the temperature-sensitive points based on the cross-validation result of the multiple linear regression (MLR). Finally, for further testing the applicability of the proposed temperature-sensitive points screening method, 3 common thermal error models are established with MLR , support vector regression, and back propagation neural network respectively. Compared with the traditional fuzzy C-means clustering (FCM) temperature-sensitive points screening method, the RMSE of these models could decrease by 30–50% in the thermal drift error of X-direction, 10%–30% in the thermal tilt error of Y-direction, generally 40%–60% in the thermal elongation of Z-direction and the thermal drift error of Y-direction. The results show the superiority of the proposed IBGOA-feature selection method.