Wire electrical discharge machining (Wire EDM) cutting of flexures for a rotary flexural bearing fabrication is developed. The results of FEA calculation and theoretical analysis show that one of the main factors affecting flexures’ machining is the weak torsional stiffness of the bearing cage, thus excessive deflections due to machining stress, heat generation and spark-induced vibrations may occur. To minimize flexure deflection during the machining process, a specially designed fixture is utilized. Other technical measures, including residual stress relief before and after Wire EDM cutting, reasonable cutting sequence planning, multiple-cutting (i.e., rough cut followed by several trim cuts) etc., are also adopted for cutting. Dimensional accuracy of ±5µm was obtained over the 150µm thickness for the bearing flexures, a variation of less than 3µm was achieved for the flexures of opposing sides, and surface roughness of better than Ra 0.3μm was obtained for the flexures of the entire bearing cage. These results show the validity of measures aforementioned.