Improvement of hole accuracy in micro-EDM drilling is studied in the paper. A novel twin helices electrode containing both right-hand helix and left-hand helix is proposed, and a method of coating a layer of glaze (i.e. enamel) on the electrode is developed. Experiments show that pumping of the dielectric and debris, the common practice when a conventional round shape electrode is used in micro-EDM drilling, can be avoided in applying the twin helices electrode. Besides, it can greatly increase aspect ratio of the hole being drilled. Both changes of the electrode result in less difference between inlet and exit of a through hole and a shorter machining time as compared with the hole drilled by electrodes suggested in the past. Combination of the new geometry design and the surface coating of an electrode leads to even more appealing performance. Specifically, in micro-EDM drilling of a 600 µm depth through hole on SUS 304 steel by a 100 µm in diameter electrode, it is noted that besides less hole enlargement, the size difference between inlet and outlet of the hole is reduced by half (from 11 µm to 5 µm) and machining time is reduced to 1/3 (from 770 seconds to 253 seconds) as compared with drilling by a normally used circular electrode. For finishing the bottom end of the drilled blind hole the electrode with center cut-off incline plane at its free end is proposed. It is found that a hole with very sharp corner at the bottom end can be successfully achieved.