A thin wire electrode of copper–zirconium (Cu–Zr) with high conductivity was proposed to obtain high cutting speed in fine wire electrical discharge machining (EDM). The wire EDM characteristics by using the bare Cu–Zr wire and zinc– or brass–coated ones were experimentally investigated. The results showed that the cutting speed using the bare Cu–Zr wire was lower than that using the conventional–coated wires. However, the cutting speed could be significantly improved by coating a thin layer of brass or zinc around the Cu–Zr wire, and exceeded that using conventional wires. This is because, the pulse frequency and peak discharge current increase with the brass or zinc coating.