The micro-discharge with a hollow cathode and a second anode with different geometries is experimentally and numerically studied. Effects of the second anode on the micro-hollow cathode sustained discharge (MCSD) in helium are investigated. Three kinds of electrodes with different geometries are used as the second anode. The results show that when needles are inserted into the plate to be used as the second anode, the formation of MCSD can be promoted, and MCSD can be obtained at a low cathode current. Moreover, the distribution of needles has an important influence on the formation of MCSD. The cathode breakdown threshold currents for the three cases of the second anode from low to high are as follows: 13 needle-plate, five needle-plate, and plate with no needles. At the same cathode current, a stronger MCSD and a higher second anode current can be obtained when needles are inserted into the second anode plate compared with that when only a plate is used as the second anode. In the present experiment, the volume of MCSD reaches approximately 10 cm3 with an electron density of 4–5 × 1017 m−3 and an electron temperature of 2–3 eV. The experimental and simulated results show that the MCSD originates from cooperative formation between the micro-hollow cathode discharge in the cavity and the discharge around the second anode. Compared with that when only a plate is used as the second anode, when needles are inserted into the second anode, the electric field, electron temperature, and electron production rates near the second anode increase, and a stronger discharge is generated near the second anode. When the needle-plate is used as the second anode, the electron density in both the axial and radial directions in the MCSD region is higher than that when the plate without needles is used as the second anode. Before the formation of MCSD, the electrons generated by the strong discharge near the second anode extend toward the first anode, thus promoting the formation of MCSD.