Electrochemical etching is an appropriate method for fabricating micro electrodes. We present a simple, fast, and cost-effective process for producing submicron electrode using multi-step electrochemical etching. In the study, we describe the single-step and multi-step electrochemical etching processes, respectively. In the single-step process, with machining time increasing, the intersection between micro electrode and electrolyte level will corrode off first, which could terminate the etching process. So, on the basis of the single-step process, we experimentally discussed the multi-step electrochemical etching process for the submicron electrode fabrication. Finally, the submicron electrodes were used in the electrochemical micromachining.