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Demand for high precision machining of complicated shapes has recently increased with the miniaturization of mechanical and electronic products. Therefore, further development of fine wire electrical discharge machining (EDM) technology using a thin wire electrode has been also requested. However, there might be a limit in improving the machining performance of fine wire EDM using conventional wire only by optimizing discharge pulse conditions and gap control. Therefore, it is essential to develop a new type of thin wire electrode for further improvement of wire EDM performance. In this study, high-zinc-content brass (γ-phase brass) coated steel core wire as a new type wire electrode was trially made to improve the machining stability. In wire EDM, zinc content of wire surface would contribute to rapidly cool down the gap by the evaporation due to its low boiling point. However, the surface of γ-phase brass coated wire tends to become rough in the heat treatment process of the wire. Thus, another type of the γ-phase brass coated wire with smoothed surface was also made by an extra finish drawing. The wire EDM characteristics using these wires were compared with those using conventional brass coated steel wire. Furthermore, the distribution of spark locations during process was evaluated by high-speed observation to investigate the influence of γ-phase brass and the surface roughness of wire. As a result, the cutting speed using the γ-phase brass coated steel wire with smoothed surface is faster than that using conventional wire because of uniform distribution of spark location.