An electric discharge machine comprising a hollow rod-like guide electrode (7) containing a thin wire electrode (8) for discharge machining slidably, guide electrode grasping means (9, 19, 20) for grasping the guide electrode (7) at a fixed position, pressure fluid supply means (10, 11) for supplying pressure fluid into the guide electrode (7) to feed the thin wire electrode (8) to the discharge machining side from the inside of the guide electrode (7), and a thin wire electrode grasping means (21) for automatically grasping the thin wire electrode (8) fed out from the guide electrode (7).