As a supplement to silicon micromachining technology, micro-turning-milling compound machining technology is perceived as a core requirement for non-silicon complex three-dimensional microstructures. In the micro-turning-milling compound machining process, three-component cutting force is the key factor that affects machining accuracy, surface roughness, machining efficiency and processing stability of the component; it is also a prerequisite in determining reasonable cutting parameters and in the machining process. In this study, a new design scheme of ‘direct measurement, wireless transmission’ was proposed to measure the three-component micro-cutting force in a turning-milling-compound machining process. On one hand, the three-component micro-cutting force was measured directly by four sensors installed on the turning spindle. On the other hand, the measured cutting force was sent to a computer indirectly through a Zigbee wireless communication system. Furthermore, a three-component micro-force sensor and wireless measurement apparatus were proposed for the measurement of the three-component micro-cutting force. A series of simulations were conducted to verify the performance of the designed sensor and the wireless measurement apparatus. A calculation method was proposed to extract the three-component cutting force from the 12 channels of signals from four force sensors during static and dynamic measurement. Calibration experiments for the designed sensor, as well as for the whole measuring apparatus, were conducted both statically and dynamically. A series of actual turning-milling compound machining experiments on a turning-milling-lapping compound five-axis NC machine tool was also presented. The results of calibration, and actual machining, experiments indicate that the proposed apparatus and method work well and could measure a three-component cutting force to an uncertainty of ±2‰.