The aim of this study is to construct a diverse process of electrical discharge machining (EDM) in gas media, and then the new developed machining approach was used to investigate the effects of machining parameters on machining characteristics. Firstly, the feasibility of the EDM in gas media was established with consecutive electrical sparks generated within the machining gap. Moreover, the main machining parameters such as peak current, pulse duration, machining polarity, and gas media supply conditions like air compressed pressure were varied to evaluate the effects on machining characteristics of SKD 61 mold steel in the developed EDM process. The surface morphology of machined surface was observed by a scanning electronic microscope (SEM) to determine the influences of EDM discharge energy on surface integrities. From the result shown in experiments, the material removal rate (MRR) increased with peak current, pulse duration, and air pressure. In addition, the electrode wear rate (EWR) went up with peak current at first, and then attained a peak value with extending the pulse duration and the air pressure, but the EWR declined with further increasing of the pulse duration and the air pressure. Furthermore, the integrities of the machined surface revealed dramatically rough features when the peak current was set at high value. While the pulse duration was further extending, the surface integrities of the machined surface exhibited a smoothened trend obtained by EDM in gas media. Consequently, the developed technique of EDM in gas media possesses the potential of promoting machining performance, reducing environment impact, and extending the EDM applications.