This paper compares the performance of brass wire and zinc-coated wire on wire electro discharge machining (EDM) of high speed steel (HSS) material. For both types of wire the current, duty cycle, pulse-on time and wire speed have been selected as the input variables while the cutting rate, surface roughness and frequency of wire breakage as the output parameters. Central composite rotatable design (CCRD) of experiments has been used for conducting the experiments. Two sets of experiments have been conducted – one with brass wire and the other with zinc coated brass wire. After each set of experiments a regression equation has been developed to determine the effects of input variables on the output parameters. Statistical analysis of the developed equations has been carried out in comparison with the measured responses to validate the results. Finally, graphs were plotted to compare the performance of both types of wire. Experimental results show that the zinc-coated brass wire gives better performance than brass wire in terms of higher cutting rate, better surface finish and lower frequency of wire breakage.