Ultra-fined grain materials are thermodynamically unstable and when they are exposed to a high external thermomechanical energy, such as electrical discharge machining process, many microstructural changes will occur in them. However, in the electrical discharge machining process, the recast layer and heat affected zone are the undesired and inevitable consequences of this process, which have several adverse effects on the surface layers of the workpiece including microstructural changes, grain growth, alternation of hardness, initiation of micro-cracks and changing the composition. All of which deteriorate the surface integrity. In this article, the effects of the electrical discharge machining process on the ultra-fined grain steel samples have been studied through investigating the microstructure of the recast layer and heat affected zone via scanning electron microscopy, optical microscopy and X-ray diffraction technique. The thickness of the recast layer and heat affected zone as well as the cracks’ density and the hardness profile of the ultra-fined grain samples was measured and the results were compared with coarse grain samples. Results show that the undesired effects of electrical discharge machining process on the ultra-fined grain samples are more considerable than the coarse grain ones; for instance, by comparison with coarse grain samples, relatively thicker recast layer and heat affected zone are formed in the ultra-fined grain samples, in which the microstructure changed more considerably. In addition, on one hand, the more extended cracks on the electrical discharge machined surface of the ultra-fined grain samples were observed, and on other hand, the hardness profile of the ultra-fined grain samples varies more noticeably from the surface to the depth.