This paper proposes a new micro electrical discharge machining (EDM) method which can machine micro rods and holes quickly and cheaply without special equipments. Since the rod electrode is formed using a hole which is self-drilled by the rod electrode in a plate electrode, this method does not need initial positioning of the rod electrode with respect to the plate electrode. Hence, the operation is easy and the processing time is short. However, the rod electrode is formed into tapered shape even when the self-drilled hole is not yet worn at the outlet. Thus the mechanism of generating tapered rod electrodes was clarified by simulation. Then some novel techniques were proposed to improve the straightness of the micro rods: spark out forming method and step forming method. In these methods, machining was conducted stepwise using all the periphery of the self-drilled hole.