Electrode materials are important factors affecting machining performances (MP) of electrical discharge machining (EDM). Experiments using different electrode materials were carried out in compressed air aim to realize MP of electrical discharge machining in gas (dry EDM). Experimental results show that a minimum pulse interval exists for given parameters and tool material. Calorific performances of tool materials are main influencing factors of MP on the condition of thorough deionization. Copper achieves the best MP in the experimental tool materials. Experimental results of different workpiece materials depict that material remove rate (MRR) and surface roughness (SR) value increase with increases of discharge energy. SKD61 steel achieves the highest MRR and SR value in the experimental materials. Material holding better performance of heat resistant, such as titanium alloy (TC4), achieves the lowest MRR.