While machining is carried out according to a machining program by an electric discharge machine, the pressures of a machining fluid supplied from upper (1) and lower (2) nozzles are detected and displacement amounts of upper (5) and lower (6) wire guides are obtained from the detected pressures. Further, positional compensation values of the upper (5) and lower (6) wire guides are calculated on the basis of the obtained displacement amounts, and command values of the machining program are compensated on the basis of the calculated positional compensation values.