This paper proposes a new deposition method using micro electrical discharge machining (EDM) to deposit micro spiral structure in gas. First, the basic principles of micro electrical discharge deposition (EDD) are analyzed and the realized conditions are predicted. Then with an ordinary EDM shaping machine, brass as the electrode, high-speed steel as the workpiece, a lot of experiments are carried out on the micro spiral structure deposition in air. The effects of major processing parameters, such as the discharge current, discharge duration, pulse interval, gravity and working medium, are obtained. As a result, a 19-circle micro spiral structure with 0.19mm in external diameter, 0.1mm in wire diameter and 3.39mm in height is deposited. Measurements show that the deposited material has obvious delaminating structure, the components of which depend on those of the tool electrode material, although Zn in the electrode is oxidized to ZnO. This method establishes the research basis for micro three-dimensional deposition machining.