An enclosed microgroove is a vital surface microstructure that is difficult to prepare on the surfaces of difficult-to-machine electrically conductive materials using conventional methods. Electrical discharge machining (EDM) is suitable for this task. It is obtained primarily through layer-by-layer scanning EDM with micro-column electrodes or reciprocating EDM with foil electrodes. However, owing to the small cross-sectional size of the electrodes, a stable machining process is challenging to achieve, which seriously reduces the machining efficiency. To solve these problems, this study proposed ultrasonic vibration-assisted EDM using a laminated electrode possessed strong anti-interference properties for enclosed microgrooves. The effects of ultrasonic vibration on the EDM of microgrooves with single foil and laminated electrodes were investigated. The results show that ultrasonic vibration could improve the machining efficiency of the two types of electrodes and significantly improve the profile quality of the microgrooves prepared using laminated electrodes. When the amplitude was 3 μm and the frequency was 30 kHz, the bottom sidewall corner radius of microgrooves machined by brass foils in laminated electrodes was 28 μm, the width, depth, and roughness of microgrooves machined by copper foils in laminated electrodes were approximately 78 μm, 229 μm and 0.7 μm, the material removal rate was 0.0072 mm3/min. Based on the optimized parameters, inverted “convex” microgrooves with fine consistency were successfully prepared using laminated electrodes on Ti–6Al–4V alloy surfaces. The machining time was reduced by 40% for each microgroove compared with using the single foil electrode. This study provides a new method for preparing complex microgrooves.