A pocket (6) is machined into the surface of a component (9) by pressurising a fluid (1) and directing a jet (11) of the pressurised fluid (1) at the surface to be machined. Continuous relative movement is provided between the component (9) and the pressurised jet (11) of fluid (1) during machining. Material is removed from the component (9) in a series of layers, whereby the path of the fluid jet (11) in one of the layers is perpendicular to the path of the fluid jet (11) in the subsequent layer. The fluid jet (11) operates continuously until the required amount of material has been removed from the component (9).