A position command value is compensated by predicting a thermal displacement amount of each part of a machine tool and adding a thermal displacement compensation amount which cancels the predicted thermal displacement amount to the position command value of a feed axis. This thermal displacement compensation amount is adjusted from the error amount between this compensated position command value and an actual machining point. Upon adjustment of this thermal displacement compensation amount, it is possible to determine whether to increase or decrease the thermal displacement amount based on a direction in which an operator moves a tool image or a workpiece image on a screen.