Provided are a shape measuring machine and a method of correcting shape measurement error. The shape measuring machine includes a slide that supports a scanning probe. A scale unit detects a displacement of the slider. A tip sphere displacement detection unit detects a displacement of the tip sphere. A calculation unit includes a correction filter including a first and second tilters and an adder, and calculates a measurement value from the displacements of the slider and the tip sphere. The first filter corrects the displacement of the slider based on a frequency transfer characteristic from the scale unit to the tip of the slider. The second filter outputs a value that is obtained by correcting a value corrected by the first filter based on a frequency transfer characteristic from the tip of the slider to the tip sphere as the correction value. The adder outputs a measurement value obtained by adding the correction value and the displacement of the tip sphere.