In the present paper, a micro-hollow cathode discharge setup was used to generate micro-plasma jet in flowing mixture of Ar and N2 at atmospheric pressure. The characteristics of the micro-plasma jet were investigated by means of optical method and electrical one. It has been found that breakdown occurs in the gas between the two electrodes when the input power of electric source is increased to a certain value. Plasma appears along the gas flow direction when the mixed gas flows from the aperture of the micro-hollow cathode, and the length of plasma reaches 4 mm. The discharge current is quasi-continuous, and the duration of discharge pulse is about 0.1 μs. Electron density was studied by using Einstein equation and Stark broadening of spectral lines from the emission spectrum respectively. It was found that the results of electron density calculated by the two methods are consistent with the order of 1015·cm-3. It was also found that the electron density is almost independent of power. A qualitative explanation to the phenomenon is given based on the gas discharge theory.