In order to meet the requirement of aerodynamics, the infrared domes or windows with conformal and thin-wall structure becomes the development trend of high-speed aircrafts in the future. But these parts usually have low stiffness, the cutting force will change along with the axial position, and it is very difficult to meet the requirement of shape accuracy by single machining. Therefore, on-machine measurement and compensating turning are used to control the shape errors caused by the fluctuation of cutting force and the change of stiffness. In this paper, on the basis of ultra precision diamond lathe, a contact measuring system with five DOFs is developed to achieve on-machine measurement of conformal thin-wall parts with high accuracy. According to high gradient surface, the optimizing algorithm is designed on the distribution of measuring points by using the data screening method. The influence rule of sampling frequency is analyzed on measuring errors, the best sampling frequency is found out based on planning algorithm, the effect of environmental factors and the fitting errors are controlled within lower range, and the measuring accuracy of conformal dome is greatly improved in the process of on-machine measurement. According to MgF<sub>2</sub> conformal dome with high gradient, the compensating turning is implemented by using the designed on-machine measuring algorithm. The shape error is less than PV 0.8μm, greatly superior compared with PV 3μm before compensating turning, which verifies the correctness of measuring algorithm.