Electrochemical machining (ECM) is an anodic dissolution process of metal as anode ion by ion, and micro-ECM is a promising micromachining method at micro to meso-scale. Thus, a micro-ECM setup was developed to fabricate micro parts and explore the feasibility of micro-ECM at micro to meso-scale, including the design of high-frequency micro-energy pulse power supply. By using the detection unit of machining state and optical encoder, a closed loop control system for micro-ECM was developed. Under low concentration of passivating electrolyte, low machining voltage, micro rotating electrode and high-frequency short-pulse current, the machining gap can be reduced to about 10μm. The influence factors of the additives and the rotation of micro electrode on micro ECM were analysed by experiments. A micro-hole about 30μm in diameter was drilled by the rotating micro electrode.