Developing powerful micro-engine capable of continuous operation is vital for a next-generation micro air vehicle (MAV). Here, we propose a centimeter-scale MAV using explosive evaporation due to underwater electrical discharge. Specifically, by fabricating the MAV (which is tethered to a pendulum and consists of an L-shaped tube and a pair of discharge electrodes), we demonstrate that the MAV can continue to move in the air with the maximum velocity of $\sim$0.4 m/s. Moreover, through the additional experiment, we found that our device can be used in an untethered state by using a pair of electrodes as an antenna with a pair of external electrodes. Our findings should contribute to next-generation MAV in the future.