The temperature on the stirrer tool may reaches 1000 - 1100°C during friction stir welding of high melting temperature materials such as steels. This heat occurred on tool is transfered to head of milling machine. The bearing of milling machine may be damaged due to excessive heat. The designed tool holder is including both cooling and shielding gas system. This tool holder will prevent heat transfer from tool to milling machine by means of cooling system. Furthermore, using of shielding gas system, the oxidation on the welding zone will be prevented. This study will bring some beneficial to researchers who especially study on friction stir welding