For CNC machine of certain type, its vibration modes are quite denseness because the machine tool belongs to a large and complex structure. In order to obtain dynamical characteristics of the spindle system in typical cutting condition, the testing scheme of pseudo random relative excitation and measure system are used in the paper. The theoretical model of precise CNC machine is discussed about relative excitation experiment. The paper gives the fixing position of the exciter and the responses of 70 dots precisely. The experiment provides all grade modes and charts that reflect the dynamical characteristics of the spindle system of the CNC machine. According to the analysis of the results, the corresponding modification suggests for the structure is provided, which supplies an approach for later experiments and is useful for practical design and the optimization of parameters of the spindle system. Furthermore, the results of the experiment are of greatly instructional significance for the improvement of mechanical characteristics.