The permanent magnet synchronous linear motors with high acceleration and high thrust density are favored in many applications, but accompanied by a rapid temperature rise. This paper investigates a novel direct cooling structure for the primary core and windings, integrated with the advantage of a filler with high thermal conductivity. It can greatly reduce the thermal resistances between the heat source and the coolant and thus improves the cooling performance. Detailed numerical calculations and analysis are carried out to reveal the electromagnetic performance and thermal benefits of the direct cooling structure compared with the traditional back yoke cooling structure. In addition, an improved thermal network model is proposed with the help of numerical model. It can not only improve the calculation accuracy of the average winding temperature, but also predict the maximum temperature without additional computational burden. Furthermore, the improved thermal network model can be an initial design model to quickly optimize the direct cooling structure. Finally, experiments are conducted on a prototype to verify the excellent cooling performance of the proposed cooling structure and the effectiveness of the improved thermal network model.