We discuss the nonequilibrium statistical mechanics of a thermally driven micromachine consisting of three spheres and two harmonic springs [Y. Hosaka et al., J. Phys. Soc. Jpn. 86, 113801 (2017)JUPSAU0031-901510.7566/JPSJ.86.113801]. We obtain the nonequilibrium steady state probability distribution function of such a micromachine and calculate its probability flux in the corresponding configuration space. The resulting probability flux can be expressed in terms of a frequency matrix that is used to distinguish between a nonequilibrium steady state and a thermal equilibrium state satisfying detailed balance. The frequency matrix is shown to be proportional to the temperature difference between the spheres. We obtain a linear relation between the eigenvalue of the frequency matrix and the average velocity of a thermally driven micromachine that can undergo a directed motion in a viscous fluid. This relation is consistent with the scallop theorem for a deterministic three-sphere microswimmer.