Developed with micro technology, the microelectrode is the key manufacture technique. The micro electrical machining, mainly including micro electrical discharge machining (EDM) and electrochemical machining (ECM), is one of the important technologies of microelectrode fabrication. Firstly, the microelectrode was fabricated with a counter block of EDM while the cylindrical tungsten electrode fed along radius and its axis. Then the fabrication technology of ECM was also introduced. The pulses power supply and the non-passivation electrolyte were used. The cylindrical tungsten electrode also can be served as the probe of the scanning probe microscopy, which fabricated by ECM. Through comparisons, the surface roughness, machining efficiency, and machining capability of the microelectrode fabricated by ECM are better than those of the microelectrode fabricated by EDM, but the shape and the microhardness are worse than those of the microelectrode fabricated by EDM. Both of them can fabricate the cylindrical tungsten microelectrodes with several micrometers diameter.