Preload, external load, and feed speed have significant effects on thermal characteristics of ball screws. In this paper, ground on friction heat generation theory and Hertz contact theory, a thermodynamic modeling of the double-nut ball screw is established, heat generation under different preload forces and feed speeds is analyzed, and temperature field is estimated based on finite difference method. The results show that preload and feed speed have a obvious impact on screw nuts temperature. The finite difference method makes numerical calculation of temperature field more convenient.