In thermal deformation of materials, grain refinement induced by dynamic recrystallization (DRX) is often pursued to obtain excellent mechanical properties. Here, the thermal deformation behaviors of SAE 5137H steel were investigated and characterized at temperature and strain rate range of 1123–1483 K and 0.01–10 s−1. Meanwhile, a design approach in speed-loading paths for grain refinement during current-heating compression was proposed, and these paths are linked to a typical three-dimensional (3D) response surface. Depending on the acquired stress–strain curves, the flow behaviors of this steel were analyzed and the typical 3D processing map was constructed to clarify the stable processing parameter domains during the continuous deformation process. Then, by the typical 3D processing map and microstructure observation, the 3D deformation mechanism map was constructed to connect the processing parameters and microstructural mechanisms. Subsequently, the 3D activation energy map was constructed to evaluate these deformation mechanisms, and the enhanced deformation mechanism map was constructed. Eventually, based on the enhanced deformation mechanism map, the speed-loading paths for SAE 5137H steel during current-heating compression were designed and they are mapped in a 3D response surface.