To decrease the machining error of large structural parts, a comprehensive error model considering thermal deformation was established based on thermal characteristics analysis, and the error compensation verification was carried out. The mechanism of thermal deformation caused by the temperature change of the grating scale was analyzed and the nonlinear temperature variation law of the grating scale was studied by heat flux. The geometric error and thermal error of gantry machining center were modeled separately and superimposed to generate a compound error model. A linear model between the thermal deformation and the temperature change of the workpiece and a comprehensive error model considering the thermal deformation were established. The relationship between the compound error and the thermal deformation of workpiece in the machining process was analyzed. The innovative real-time compensation system was applied by the external mechanical origin offset function of the CNC system, and the error compensation of the gantry machining center was realized. The results show that the compound error model has high prediction accuracy when the machine tool error is only considered, but it cannot be applied to the machining process of aerospace structures with large thermal deformation. The comprehensive error model has a good effect on the machining process of large torque arm, which increases machining positioning accuracy by at least 52%.