The development of micro-fabrication has gone through a long period of evolution. The application of micro scale components has been enormous growth over recent years in not only micro-electro mechanical system (MEMS), micro-optical applications and micro-chemical applications but also biotechnology, industry and daily life applications. However, an effective mechanical micro machining method has not yet been in market or in industry. This thesis presents the development of a micro-machining research set-up through the design of the mechanical system, electrical and electronic hardware and the control system. The developed system also has an integrated machining visualization system. The micro machining carried out on the developed system is also presented. Special attention has been paid to the cut quality including the burr formation, chip formation, finished surface. Experiments have been done using different materials such as copper, aluminum, silica, titanium and platinum.