A machine learning device and a machine learning method for optimizing timing at which a tool is to be compensated in a machine tool, and a machine tool including the machine learning device. The machine learning device includes a state observation unit for observing a time interval for compensating the tool, a processing error amount of a workpiece processed by the machine tool, and a machine working ratio of the machine tool as state variables, and a learning unit for learning an action value with respect to a change of a tool compensation interval based on the tool compensation interval, the processing error amount of a workpiece, and the machine working ratio that are observed by the state observation unit.