This study aims to analyze the motion feature of a hollow ball screw with oil cooling system. First we observed the screw temperature rise distribution and the trends by thermo experimentation. Second, the driving current signals were analyzed through the Hilbert-Huang Transform (HHT) and the Multiscale Entropy (MSE). Some ball screws characteristics with the aid of oil cooling system were acquisitioned and diagnosed. Finally, the position accuracy was compared through the linear scale feedback signals with the consideration of the oil cooling system. Some operation parameters for stage motion are acquired for bettering positioning.