This paper discusses a processing preparation for micro-electrode array fabrication by micro wire electrical discharge machining. Based on a self-developed micro-WEDM machine tool and adopted thin tungsten wire electrode of 30μm in diameter, a series of experiments on micro-electrode array machining are introduced. The relationship between the discharge gap and working area of wire discharge under given voltage is investigated. The examination for micro-girder structure forming process has gone along and the axle journal's minimized width of least micro girder which could not bring on machining flexural thermal deformation has been obtained. The clamping method of work-piece intended for electrode array fabrication is analyzed and a special fixture is designed. The factors affecting forming accuracy are summarized. An amounted 5×5 squared-disk-type micro-electrode array structure with a high aspect ration, namely 20μm in axle journal width and 500μm in length of a single electrode, has been machined successfully.