A device for automatic connection of the wire electrode in a wire cut spark machine, which is capable of conducting automatic connection of the wire electrode smoothly and reliably. A wire processing unit (90) integrally and rotatably coupled to a rotary shaft (61) of a pneumatic pressure motor (60) has a nozzle-forming unit (120) which, when it is opened, forms a slit (S) that permits a wire electrode (W) to pass through and which, when it is closed, forms a nozzle hole (125) that can fit to an upper wire guide (12). The wire processing unit (90) is selectively located by means of a stopper (150) at either a wire inserting position or a wire retreat position. In case the wire electrode is broken, the wire processing unit is driven by a motor from the retreat position to the wire inserting position. Then, the nozzle-forming unit is closed, so that the wire electrode introduced through the slit when the wire processing unit is driven is held in the nozzle hole. Thereafter, as a working liquid is supplied from the upper wire guide to the nozzle hole, the wire electrode is fed and automatically connected, being confined by the working liquid injected onto the work (P).