Wire Electrochemical Micromachining (WEMM) is a new method of micro fabrication. In order to improve the machining accuracy, the in situ fabrication of a wire electrode and the following process of the WEMM are integrated into one system, and the WEMM technology by using in situ fabricating wire electrode is investigated in this paper. Effects of the diameter of wire electrode on the machining accuracy of WEMM are investigated theoretically. Then,the in situ fabrication of wire electrode is proposed to fabricate a micro meter scale wire electrode, and the tungsten wire electrode with a diameter of 5 μm is electrochemically fabricated in situ for the production of micro structures. Micro blades with a slit width of 20 μm and micro sharp-angle structures with a radius of 1 μm are machined experimentally. Experimental results indicate that because of the compatibility of the technologies, the in situ fabrication of wire electrode can improve the machining accuracy of WEMM, and the micrometer scale structures can be fabricated.