网上找到如下答案：

For people stumbling here who have a FAT-type file system:

• Make a directory (e.g. e:\temp) on an NTFS disk.--------在ntfs格式的磁盘上新建一个temp文件夹
• Start both java and jvisualvm with an environment variable TMP=E:\temp.-----------------设置TMP环境变量

下面有三种方法设置环境变量

There are three options to set the environment variable for java:

• In your IDE, go to the project options or launch options and find the 'Environment' entry, then enter TMP=E:\temp
• Open a cmd prompt, and execute set TMP=E:\temp before launching youur java application from the same prompt.
• Put the two lines you'd enter at the cmd prompt in a .bat file. Optinally add pause at the end of the bat file to prevent the console window from disappearing in case of a runtime exception or vm crash.

Similarly, for JVisualVM, use one of the last two options.

再点击软件，右键设置以管理者模式打开，ok~