The instability of machining process caused by the difficulty of the electrolyte refresh in electrochemical micromachining (EMM) of micro through-hole has been an unsolved problem. Thus, this paper investigates the electrochemical micromachining of micro through-hole by using a micro helical electrode combining with the jetting electrolyte. With the help of high-speed rotation of micro helical electrode and its spiral shape, the internal electrolyte can be stirred while the external jetting electrolyte can flow into the hole along the spiral groove to refresh the electrolyte effectively, thereby, improving the machining stability of EMM. Firstly, the influence of the process parameters on the fabrication of micro through-hole in the EMM by using micro helical electrode without non-conductive mask is investigated. Based on the optimization of the process parameters, a micro through-hole with an inlet dimension of 121.6 μm and an outlet dimension of 114.9 μm is obtained successfully. Furthermore, this paper also tries to use the micro helical electrode coated with the non-conductive mask to decrease the bad influence of the stray corrosion attack. It is found that the non-conductive mask coated on the surface of micro helical electrode can improve the machining accuracy significantly under the condition of low pulse frequency (≤1 KHz). However, its good effect on preventing the stray corrosion decreases along with the increase of the pulse frequency.