Sub-millimeter sized DC discharge was experimentally investigated in the range of glow region, glow-arc transition region and arc region with use of the newly developed filament electrode and high voltage power source. The filament electrode consists of the pointed tungsten electrode electrolytic-polished and filament part. The current-voltage characteristics of the micro-discharge in the current range of 15 mA to 800 mA was investigated for various curvature radii of electrode tips. And the discharge appearances and anode melt spots were observed. It was found that the arc region shifts to the smaller current by using the cathode having sharpened tip. And the micro-discharge is concentrated by using pointed cathode with heating. So, the glow mode discharge with the current of 17 mA makes melt spots at the anode surface of stainless steel.