To meet the requirements of X-ray Inteferometric Lithography (XIL) beamline of Shanghai Synchrotron Radiation Facility for slit precision, an Ultra High Vacuum(UHV) four-knife precision slit structure and a cooling scheme were proposed. First, the structural principle of the four-knife precision slit structure was analyzed. The movements of the slits were controlled by linear drive devices independently, and their enclosures were achieved though the precision linear guides. Then, a cooling scheme was designed according to the characteristics of XIL beamline and the thermo-mechanical coupling was analyzed to verify whether the cooling scheme was reasonable. Furthermore, the precision indexes of slits were tested. The results indicate that the movement resolution and repeatability of the slit knife are better than 0.1 μm and 2 μm, respectively, the straightness and parallelism of the knife are better than 2.5 μm and 0.5 mrad, respectively. It can also realize the opening of slits by only -5~250 μm in both horizontal and vertical directions. Moreover, the maximum thermal deformation under the thermal load is controlled under 0.034 μm. These results verify that the four-knife precision slit structure has a very high accuracy and stability, and meets the requirement of XIL beamline. By proposed slit structure and scheme, the etching line structure of 100 nm periodicity has been achieved.