The unbalanced effects caused by set-up errors is the one of the main reasons for the huge tool runout in micro milling process, especially at high spindle speeds. As tool runout contributes significant impact to the machining accuracy in micro milling process, a on-machine fabrication method which could avoid the existence of setup errors of spindle-axis offset and tool tilt caused by re-stallment of the micro end mills is proposed. In order to verify the possibility of on-machine fabrication method based on wire electro discharge grinding, a micro-EDM machine with a ultra-high-speed air turbine spindle and a geometrically optimized tool design were developed. Ultra-fine grained carbide micro end mills with diameter less than 100μm were fabricated by electro discharge grinding based on the on-machine fabrication method. And some micro slot milling experiments were conducted in paraffin wax and graphite. The results indicate that the micro cutting process using the on-machine fabricated tool by wire electro discharge grinding is possible. It can be presumed that the on-machine fabrication of ultra-fine grained carbide micro end mills by wire electro discharge grinding play an important role in micro end milling process.