This paper firstly starts from the thermodynamic theory, based on the classical heat transfer theory, and adopts the finite difference dichotomy method for mathematical modeling, and uses the secondorder center difference format to discretize the space, and solves the non-Fourier heat conduction equation. After completing the algorithmic solution of thermodynamic theory and finite difference method, the two are combined to deeply analyze and discuss the thermodynamic behavior of highspeed mechanical devices represented by high-speed rotating bearings. When the bearings operate at high speed, with the increase of stiffness, the pressure change in the middle and rear part of the bearings gradually flattens out, the temperature gradually rises, and the relative bearing capacity of the bearings decreases. The increase in the number of bearings also brings about an increase in the pressure at the centerline of the bearings, and the temperature of the air film corresponds to the increase in the average pressure, and there is a risk of over-temperature. In the thermodynamic characterization, the work done by the air film under compression and the heat generation due to viscous shear will lead to an increase in the temperature of the air film, which will lead to the temperature rise of the bearings, and will have a very great impact on the bearing performance.