Thermal expansion is the major source of inaccuracy for ultra high-precision robots. In this paper we propose a strategy to model and compensate this effect. The experiment is run using a 1 DOF (degree-of-freedom) parallel robot equipped with ten temperature sensors; the displacements of the end-effector are measured using an interferometer. After a session of measurements the data collected has been processed using the stepwise regression algorithm. A model of the thermal robot behavior has been found and implemented in the robot controller. In this way it has been possible to compensate all the thermal effects, reaching an absolute accuracy of 10 nanometers.