In order to obtain the mechanisms of micro-abrasive jet machining (MAJM), the principle experiment set-up of micro-abrasive jet machining are developed. With the help of this device, the capabilities of MAJM and machining parameter effects on machining capability are investigated, then some problems of machining process are analyzed by the use of gas-liquid two-phase theory. At last, the effects of the jet distance, jet time and the granularity of micro-abrasive to machining capability are obtained, and also feasible machining parameters are confirmed.