Micro-electro-discharge machining (micro-EDM) is a potential micro-manufacturing technology. However, the surfaces of micro-components manufactured by micro-EDM will exhibit micro-cracks and micro-craters, and then micro-cracks and micro-craters will produce notch effects leading to stress concentration and reduction of fatigue strength. In particular, the roughness and size of tiny components strongly affect the strength of micro-scale components. Therefore, this study performs micro-tensile tests for micro-shaft specimens of various roughness and size to investigate the influence of roughness and size on the fracture strength of micro WC-shafts manufactured by micro-EDM. Experimental results indicate that the surface roughness, axial surface area, volume, and length of the specimen affect its fracture strength. For specimens of the same size, the mean fracture strength decreases as the surface roughness increases, and the fracture probability of the specimens also increases (roughness effect). For specimens with the same diameter and roughness, increasing the length, volume or axial surface area reduces the mean fracture strength, and increases the fracture probability (size effect).