The thermoplastic polymer such as poly(methyl methacrylate) (PMMA), polyetheretherketone (PEEK), and polyimide (PI) is a kind of polymer material with properties of good mechanical strength. It has been widely used in the fields of aerospace, optical engineering, and microfluidics, etc. Thermoplastic polymers are considered to be one of the most promising engineering plastics in the future. Therefore, it is necessary to further study its mechanical properties and machinability, especially in ultra-precision machining. Furthermore, mechanical property and machinability were studied in this work. Through the dynamic mechanical analysis experiment, the elastic modulus and temperature effect of PMMA, PEEK, and PI are analyzed. In addition, the high-speed micromilling experiment is conducted to show that the surface roughness, burrs, and cutting chip characteristics in the high-speed micromilling process. In general, the surface quality of the brittle removal is generally better than that of the viscoelasticity state. The results show that PMMA, PEEK, and PI have good mechanical properties and machinability. Base on the results, the material will be in a viscoelastic state as the temperature increases. The surface quality of the brittle removal is generally better than the viscoelastic state.