Aluminum alloys offer many machining advantages, such as excellent machinability and finish degree, outstanding tool life, and good corrosion resistance. They also display an elevated thermal exchange and weight reduction, which lead to easier handling compared to steels and make them good candidates for applications in the automotive and aerospace industry and in the field of mould production. Despite these recognized features, the machining accuracy, in particular in the micro-electro discharge machining (micro-EDM) process, needs further improvement. Revealing the nature of the Al alloys in EDM machining, some papers report of resolidifying layers in Al alloys appearing after the EDM process and grain compositions hugely affecting surface roughness. In particular, it has been observed that a thin and strong insulating layer due to the oxidation of the aluminum workpiece after machining leads to frequent tool breakage. In practice, this makes the micro-EDM process harder when micro-tools are meant to be used. However, to the best of our knowledge, the investigation of micro-EDM process performances of Al-Mg has not yet been fully explored. In this work, micro-EDM Al-Mg machining is presented: different energy levels were tested to find the proper parameter combination feasible to process micro-features. The machining geometrical limits are also investigated, putting in relation the energy levels to different electrode tool diameters. The experimental results are discussed on the basis of the evaluation of material removal rate (MRR), tool wear ratio (TWR), surface roughness and sparking gap. The machining of a micro-shaft housing component featuring high aspect ratio (HAR) is also shown as demonstrator to prove the effectiveness of the micro-EDM parameters selected from the previous trials.