The thin neck structure of integrated flexible joint is the key factor to realize high-precision navigation in dynamically tuned gyroscope. The thin neck structure is composed of two adjacent circular holes and the thin wall between the two holes. The thin wall is easy to deform under the external force and vibration exerted by the tool when using traditional machining methods such as drilling and boring, and the cutting tools are easily to be damaged for the machining of small holes in superhard materials, inducing high processing cost. Aiming at these problems, the machining method of double-hole thin wall in the step-by-step orbital electrical discharge machining (EDM) with a high rotation speed electrode is proposed. The procedure for EDM of double-hole flexible thin wall is designed, and the process parameters of each step machining are optimized using orthogonal experiment and signal-to-noise ratio analysis. The machining experiments of double-hole thin wall of 3J33B material are proceed using the optimized parameters. The results show that the hole diameter of the double-hole flexible thin wall is 2 mm, the hole depth is 8mm, and the average thickness of the thin wall is about 46.5 μm. The thickness range between the measured point and the average is 1.55 μm, that compared with average thickness of 46.5 μm, the error is less than 3%, the overall thickness is uniform relatively.