Reasonable deployment of temperature sensors is the key to accurately monitoring the temperature field of machine tools and improving the accuracy of thermal error prediction and compensation models. To determine the optimal deployment location of sensors, this paper proposes a temperature-sensitive points selection method tightly coupled with rough set and multi-objective optimization. Firstly, the importance of each temperature measurement point to the thermal error is calculated based on the rough set, and information entropy is introduced to amplify the importance difference among adjacent measurement points at the same heat source. Then, with the temperature measurement points groups as the variables, the number of temperature measurement points in the group, and the information importance of the group as the objectives, a multi-objective attribute reduction model is established, which transforms the temperature-sensitive points selection problem into a discrete multi-objective optimization problem. Finally, a multi-objective adaptive hybrid evolutionary algorithm is proposed, which designs a population initialization method based on mutual information and interval probability, and dynamic adaptive evolutionary parameters to achieve optimal temperature-sensitive points selection. Experiments on the high-speed dry hobbing machine verify the superiority and effectiveness of the proposed method.