As the demand for high-speed and high-precision machining increases, the need for cooling and filtering of cutting oil is high. A new concept of coolant heat exchange filter is developed by installing cooling coil through which refrigerant(R410-a) passes through the coolant filtering device. For structural safety evaluation of the heat exchanger filter for cutting oil suppling device of machine tool, thermal stress and vibration analysis were performed using ANSYS program. The results of structural and thermal stress analyses have led to the conclusion that the cooling system has structural stability. From modal analysis, first natural frequency is 12.37 hz and deformation is 22.041 mm. Sixth natural frequency is 26.887 hz and deformation is 25.563 mm.