3D micro-electrode used in micro electrical discharge machining (micro-EDM) is difficult to be fabricated. Based on laminated object manufacturing (LOM) process, this paper superimposed multilayer 2D micro-structures together to fit out 3D micro-electrode and applied it in micro-EDM to process 3D micro-cavity mold. Firstly, 100-μm-thick Cu foils were cut by wire-electrical discharge machining (WEDM) to obtain multilayer 2D micro-structures, and then these 2D micro-structures were connected together to fit out 3D micro-electrode through vacuum pressure thermal diffusion welding. Secondly, under the effect of 80-V voltage, 0.2-MHz pulse frequency, 800-ns pulse width, and 4200-ns pulse interval, the 3D micro-electrode was applied in micro-EDM and 3D micro-cavity mold with high surface quality was obtained. Thirdly, in order to reduce the adverse impact of electrode wear on machining precision of 3D micro-cavity mold, 3D queue micro-electrode was used to process the same 3D micro-cavity mold, in which the first electrode is for rough machining and the others for fine machining. Finally, based on the above studies, two kinds of 3D queue micro-electrodes were fabricated, and the 3D micro-cavity molds with surface roughness Ra=0.48 μm were obtained through micro-EDM. Compared with the scanning 3D micro-EDM process, the 3D micro-cavity mold can be obtained through up and down reciprocating method of the 3D queue micro-electrode, featuring simple machining process and high efficiency.