For the demands on machining micro-holes at complex spatial location, several key technical problems are conquered such as micro-Electron Discharge Machining (micro-EDM) power supply system’s development, the host structure’s design and machining process technical. Through developing low-voltage power supply circuit, high-voltage circuit, micro and precision machining circuit and clearance detection system, the narrow pulse and high frequency six-axis EDM machining power supply system is developed to meet the demands on micro-hole discharging machining. With the method of combining the CAD structure design, CAE simulation analysis, modal test, ODS (Operational Deflection Shapes) test and theoretical analysis, the host construction and key axes of the machine tool are optimized to meet the position demands of the micro-holes. Through developing the special deionized water filtration system to make sure that the machining process is stable enough. To verify the machining equipment and processing technical developed in this paper through developing the micro-hole’s processing flow and test on the real machine tool. As shown in the final test results: the efficient micro-EDM machining pulse power supply system, machine tool host system, deionized filtration system and processing method developed in this paper meet the demands on machining micro-holes at complex spatial locations.