This small-hole electric discharge machining machine for electric discharge machining of a workpiece by use of a rod-like or pipe-like electrode is equipped with: a first support part for supporting the base side of the electrode; a second support part for supporting the tip side of the electrode; and an intermediate guide device that is disposed between the first support part and the second support part, and guides the electrode. The intermediate guide device is equipped with: a guide part that has an open form and a closed form, and guides the electrode when in the closed form; a driving means for causing the guide part to transition between the open form and the closed form; and a biasing means for biasing the guide part in the closing direction when the guide part is in the closed form.