Thermal error remains a primary bottleneck limiting the machining accuracy of preci-sion CNC machine tools. As a proactive, source-level countermeasure, thermal design has become increasingly critical for enabling next-generation high-performance ma-chine tools. This paper presents a critical and systematic review of machine-level thermal design methodologies, categorizing existing approaches into three principal technical routes: temperature control, material improvement, and structural optimiza-tion. For each route, we critically examine the underlying theoretical foundations, representative implementations, and reported effectiveness, with particular emphasis on the persistent gap between academic research and industrial practice. Critically, we find that existing thermal design efforts overwhelmingly target the magnitude of thermal deformation, while neglecting its spatial pattern, a deficiency that fundamen-tally undermines the effectiveness of subsequent thermal error compensation. In re-sponse to this critical gap, we argue that future thermal design should shift its para-digm from “amplitude minimization” to “deformation mode regularization”, actively shaping the spatial distribution and temporal evolution of thermal deformation to make it more predictable, repeatable, and readily compensable. This review concludes by outlining a forward-looking framework that integrates thermal mode analysis, dig-ital twin-based thermal state perception, and design-for-compensation principles, of-fering both theoretical foundations and practical guidelines for the thermal design of next-generation high-precision machine tools.