A nozzle lifting apparatus for a wire cutting electric discharge machine consisting of a nozzle for supplying a processing liquid or dielectric fluid to the electric discharge section of a workpiece, the nozzle being provided on the lower section of an elevating rod vertically movably supported by an upper arm; a slide member provided vertically movably on the inside of a guide frame integrally provided on the elevating rod; and an elevating activation rod supported on the upper arm for vertically activating the elevating rod through the slide member and interlockingly linked to the slide member. A concave section formed in the guide frame of the nozzle lifting apparatus is provided with a shock absorbing member. The slide is also located in the concave section.