Abstract Micro-electrical discharge machining (EDM) and micro-electrochemical machining (ECM) combined milling for 3D micro-structure is investigated in this paper. These processes that consist of micro-EDM shaping and micro-ECM finishing are carried out in sequence on the same machine tool with the same electrode but different dielectric medium. The processing conditions are investigated experimentally by the cavity milling. The electrode which was used both in micro-EDM and micro-ECM processes is online fabricated by using an anti-copying block. The EDMed surface roughness of 0.707 μm Ra is lowered to 0.143 μm Ra by applying micro-ECM finishing. Meanwhile, the size and shape of the workpiece by combined milling is controlled precisely, which is much better than that machined merely by micro-ECM. As the large machining parameter values, the machining efficiency is also improved. In order to verify the combined machining performance, some 3D micro-structures were fabricated. The results show that the machining precision and shape accuracy is much better than that machined merely by micro-ECM milling, which can be exactly controlled. Since the EDMed recast layer and surface defects are removed completely, the surface quality and mechanical property of the workpiece is improved, which is better than that machined merely by micro-EDM. It proves that this combined milling method is possible and useful in the field of 3D metallic micro-structure milling.