In this study, a wire electrical discharge milling electrode was developed, and electric discharge machining characteristics were studied by using the electrode. The wire electrical discharge milling electrode is a form, in which the wire is conveyed by using a cylindrical rod with a hemispherical end as a guide, and it also rotates in one direction around the guide axis. If the wire electrical discharge milling electrode is used in electrical discharge machining (EDM), there is no need to consider electrode wear compensation. The EDM characteristics according to capacitance of the RC circuit and the rotational speed of the wire electrical discharge milling electrode were examined. The machining conditions were selected, and a hemispherical shape with good shape accuracy and fine surface finish was fabricated in two stages of roughing and finishing. By applying the wire electrical discharge milling electrode to the electric discharge milling process, straight and curved shapes were successfully machined.