A coordinate correction method of a first coordinate measuring machine, the first coordinate measuring machine including: a first measuring probe having a first stylus with a first measurement tip to be brought into contact with an object to be measured, and a probe body for movably supporting the first stylus and providing a first probe output according to a displacement of the first measurement tip; a first drive mechanism for moving the first measuring probe relative to the object to be measured; and a first processing device for computing shape coordinates of the object to be measured on a basis of the first probe output and a first moving amount of the first measuring probe by the first drive mechanism, the coordinate correction method comprising, as a former correction step: a step of setting a second measuring probe in a second drive mechanism of a second coordinate measuring machine, the second coordinate measuring machine including the second drive mechanism for relatively moving the second measuring probe including the probe body for movably supporting a second stylus with a second measurement tip, and a second processing device for obtaining, on a basis of a second probe output (Ppr) according to a displacement of the second measurement tip and a second moving amount(Mpr) of the second measuring probe by the second drive mechanism, a former correction matrix capable of correcting the second probe output (Ppr) with respect to the second moving amount (Mpr); a step of restraining a translational displacement of the second measurement tip; a step of acquiring the second moving amount (Mpr) and the second probe output (Ppr) when the second measuring probe is moved by the second drive mechanism; and a step of generating the former correction matrix including second linear correction elements and second non-linear correction elements for respectively correcting linear coordinate components and non-linear coordinate components of the second probe output (Ppr) with the second moving amount (Mpr) and the second probe output (Ppr) acquired in each of measurement points in a quantity larger than or equal to a sum of a number of the second linear correction elements and a number of the second non-linear correction elements, and as a latter correction step: a step of setting the first measuring probe in the first drive mechanism; a step of restraining a translational displacement of the first measurement tip; a step of acquiring the first moving amount and the first probe output when the first measuring probe is moved by the first drive mechanism; a step of generating an intermediate correction matrix including first linear correction elements for correcting linear coordinate components of the first probe output with the first moving amount and the first probe output; and a step of correcting the first probe output with a latter correction matrix generated on a basis of the intermediate correction matrix and the former correction matrix. a step of setting a second measuring probe in a second drive mechanism of a second coordinate measuring machine, the second coordinate measuring machine including the second drive mechanism for relatively moving the second measuring probe including the probe body for movably supporting a second stylus with a second measurement tip, and a second processing device for obtaining, on a basis of a second probe output (Ppr) according to a displacement of the second measurement tip and a second moving amount(Mpr) of the second measuring probe by the second drive mechanism, a former correction matrix capable of correcting the second probe output (Ppr) with respect to the second moving amount (Mpr); a step of restraining a translational displacement of the second measurement tip; a step of acquiring the second moving amount (Mpr) and the second probe output (Ppr) when the second measuring probe is moved by the second drive mechanism; and a step of generating the former correction matrix including second linear correction elements and second non-linear correction elements for respectively correcting linear coordinate components and non-linear coordinate components of the second probe output (Ppr) with the second moving amount (Mpr) and the second probe output (Ppr) acquired in each of measurement points in a quantity larger than or equal to a sum of a number of the second linear correction elements and a number of the second non-linear correction elements, and a step of setting the first measuring probe in the first drive mechanism; a step of restraining a translational displacement of the first measurement tip; a step of acquiring the first moving amount and the first probe output when the first measuring probe is moved by the first drive mechanism; a step of generating an intermediate correction matrix including first linear correction elements for correcting linear coordinate components of the first probe output with the first moving amount and the first probe output; and a step of correcting the first probe output with a latter correction matrix generated on a basis of the intermediate correction matrix and the former correction matrix.