The probabilistic design system is introduced for the sensitivity analysis to analyze the effects of machining parameters during electrical discharge machining process. An axisymmetric finite element thermal model is presented to investigate the electrical discharge machining process. By comparing the discharge crater geometry for the finite element method results and experiment results under different conditions, the deterministic thermal model is proved to be validated. Monte Carlo simulation method and response surface method are both used in the sensitivity analysis. Parameters of discharge voltage, peak current, pulse-on time and discharge channel radius are selected as the design variables. The sensitivity analysis results meet the confidence limit of 0.95. It is concluded that the discharge voltage and peak current have significant influences on the electrical discharge machining process, whereas the pulse-on time and discharge channel radius have little influence. Moreover, the increase in discharge channel radius can reduce the material removal rate. The increase in other parameters can increase the material removal rate.