Enhancing the operational efficacy of electrical discharge machining (EDM) is crucial for achieving optimal results in various engineering materials. This study introduces an innovative solution—the use of coated electrodes—representing a significant advancement over current limitations. The choice of coating material is critical for micro-EDM performance, necessitating a thorough investigation of its impact. This research explores the application of different coating materials (AlCrN, TiN, and Carbon) on WC electrodes in micro-EDM processes specifically designed for Ti-6Al-4V. A comprehensive assessment was conducted, focusing on key quality indicators such as depth of cut (Z), tool wear rate (TWR), overcut (OVC), and post-machining surface quality. Through rigorous experimental methods, the study demonstrates substantial improvements in these quality parameters with coated electrodes. The results show significant enhancements, including increased Z, reduced TWR and OVC, and improved surface quality. This evidence underscores the effectiveness of coated electrodes in enhancing micro-EDM performance, marking a notable advancement in the precision and quality of Ti–6Al–4V machining processes. Among the evaluated coatings, AlCrN-coated electrodes exhibited the greatest increase in Z, the most significant reduction in TWR, and the best OVC performance compared to other coatings and the uncoated counterpart.