The modeling of thermomechanical shear instability in the machining of some difficult-to-machine materials leading to shear localization is presented. Shear instability was observed experimentally in high-speed machining (HSM) of some of the difficult-to-machine materials, such as hardened alloy steels (e.g. AISI 4340 steel), titanium alloys (e.g. Ti-6Al-4V), and nickel-base superalloys (e.g. Inconel 718) yielding cyclic chips. Based on an analysis of cyclic chip formation in machining, possible sources of heat (including preheating effects) contributing toward the temperature rise in the shear band are identified. They include the four primary heat sources, the four preheating effects of the primary heat sources, the image heat source due to the primary shear band heat source, and the preheating effect of this heat source. The temperature rise in the shear band due to each of the heat sources is calculated using Jaeger's classical model for stationary and moving heat sources. Based on this temperature, Recht's classical model of catastrophic shear instability in metals under dynamic plastic conditions developed in 1964 is extended by predicting analytically the conditions for the onset of shear localization. This is done by comparing the strength of material in the shear band, σ under the combined effects of thermal softening and strain hardening with that of the material in the vicinity of the shear band, σ where the material has undergone small strains (i.e. up to yield point) and at the temperature caused by the preheating heat sources. Thus, σ is nearly the original strength of the work material. If σ < σ, thermal softening predominates at the shear band and shear localization will be imminent. The cutting speed for the onset of shear localization can be predicted based on thermomechanical shear instability model presented here. High-speed machining results reported in the literature for an AISI 4340 steel agree reasonably well with the analytical values developed in this investigation.