A spindle thermal error compensation method which is insensitive to the disturbance of the cooling system is provided, belonging to the technical field of error compensation in numerical control machine tools. First, the spindle model coefficient identification test, based on multi-state speed variable, is performed; after which, based on the correlation analysis between temperature and thermal error, the temperature measurement point, significantly correlated with the axial thermal error of the spindle, is determined. Next, a spindle thermal error model is established, which is insensitive to the cooling system disturbance. In addition, the coefficients in the model are identified under constraint condition, according to the nonlinear quadratic programming algorithm. Finally, based on the OPC UA communication protocol, the compensation value, as calculated by the model, is input to the numerical control system, in order to realize the compensation of the spindle thermal error.