We investigate numerically the structure of twin boundaries of cholesteric blue phases. Our study is based on the Landau-de Gennes continuum theory describing the orientational order of the liquid crystal by a second-rank tensor. We pay particular attention to blue phase I (BP I) with body-centered-cubic symmetry and consider twin boundaries between BP I lattices in which their (110) planes are shared and the (1[over ¯]12) plane of one lattice is parallel to the (11[over ¯]2) plane of the other as observed in previous experiments [Jin et al., Sci. Adv. 6, eaay5986 (2020)10.1126/sciadv.aay5986; Zhang et al., ACS Appl. Mater. Interf. 13, 36130 (2021)1944-824410.1021/acsami.1c06873]. We discuss two plausible cases in which the twin boundaries are parallel to the {112} planes or the {111} planes. In the former, disclination lines of obtusely bent form penetrate the twin boundaries, and in the latter straight disclination lines as well as bent ones are found at the twin boundaries. The former twin boundaries are energetically less costly, consistent with previous experimental identifications. From our numerical results the free energy of a twin boundary per unit area is estimated to be ≃4×10^{-6}Jm^{-2}, which indeed indicates that the formation of twin boundaries is not prohibitively costly.