For machine tools composed of functional components bonded by joints with structural nonlinearities, the load- and temperature-dependent nonlinear restoring force,stiffness, and frictional heat generationfrom the jointdetermine its complex dynamic fully coupled thermal-structural-vibration characteristics. In response, in this work, considering the vibration feedback dominated by the structural vibration and employing a partition-based closed-loop iterative algorithm, a fully coupled thermal-structural-vibration model that characterizes the nonlinear coupling between temperature and mechanical fields is developed with the joint as the link. The multi-body dynamics model of the whole machine tool, considering the flexibility of the screw shaft, spindle, and joint nonlinearity, characterizes the milling dynamics influenced by structural vibration and regeneration effects. The global thermal resistance network model with dynamic heat flux, viscosity-temperature effect, and time-varying thermal resistanceis establishedto characterize the thermal characteristics. The partition-based closed-loop iterative algorithm is employed to realize the multi-field coupling and consider the moving heat source and the load distribution change caused by the reciprocating moving joint. Considering the changes in contact angle and contact deformation caused by preload, dynamic load, and thermal effect, load- and temperature-dependent nonlinear joint restoring force and stiffnessare developed. Based on the viscosity-temperature effects and the change of contact friction caused by thermal expansion and dynamic load, the load- and temperature-dependent nonlinear joint frictional heat generation is calculated. The milling load from tool-workpiece interaction is calculated, and the influence of multi-field coupling on regenerative chatter is explored. The proposed model was experimentally verified, andthe effectof parameterswas numerically investigated. The results show that the dynamic milling load excites the whole machine tool vibration, and for every 10 μm increase in cutting depth, the radial amplitude of the tool nose increased by at least 1 μm. The nonlinear coupling between temperature and mechanical field significantly affects the system response, and the joint contact stiffness dominates the multi-field coupling behavior.