The invention relates to a method for manufacturing an electrode wire for an electrical discharge machining apparatus, which is composed of a core wire formed of Cu or Cu-alloy and a covering layer formed of brass. A brass tape is longitudinally applied around a core wire to provide a pipe, a seam formed by butting longitudinal edges of the brass tape is continuously welded to provide a composite wire, area-reduction process of reduction rate less than 65% is applied to the brass pipe by means of a squeezing die, a heat treatment at a temperature higher a recrystallization one of brass is applied to the composite pipe, and thereafter the composite wire is processed to be reduced in area through plural reducing dies step by step.