High brittleness and anisotropy of ceramic matrix composites lead to great challenges for micro-hole machining. Micro-holes with large depth-to-diameter ratio (10:1) of SiCf/SiC composites were machined by rotary ultrasonic pecking drilling process. Based on the mechanical theory and structural characteristics of SiCf/SiC, a critical thrust force model was established. The effects of processing parameters on machining accuracy and machining quality of micro-hole exits were analyzed and parameters were optimized. The formation mechanism of exit defects includes interfacial debonding, fiber bending and matrix fracture. A method based on the surface morphology to inhibit exit defects by increasing the support stiffness of the material was proposed, under which the exit roundness all reached IT8 level and chipping factors decreased by 53 %–67 %, and only a small amount of chipping and micro-cracks was at the exit. The proactive control of micro-hole exit defects was realized, and a better machining quality was obtained.