The article describes fabrication of an experimental setup which could be used for electrochemical drilling process to produce micro-holes in a copper workpiece with its different variants, namely, jet electrochemical micro-drilling, air-assisted jet electrochemical micro-drilling, ultrasonic-assisted jet electrochemical micro-drilling, and pulsed direct current–jet electrochemical micro-drilling process. Process parameters like voltage, electrolyte concentration, interelectrode gap, and electrolyte pressure have been selected to find out their effects on the process responses, namely, hole taper and material removal rate in all the above process. Attachments for air assistance and ultrasonic vibration application have been fabricated and incorporated in the setup. The effects of ultrasonic vibrations and the pulsed direct current voltage on the process responses like material removal rate and hole taper have been investigated. The effect of application of ultrasonic vibrations on the electrolyte jet has been studied. The experimental findings of ultrasonic-assisted jet electrochemical micro-drilling were compared with the findings of jet electrochemical micro-drilling. Similarly, the findings of pulsed direct current–jet electrochemical micro-drilling were also compared with the results of pulsed direct current ultrasonic-assisted jet electrochemical micro-drilling experiments. It has been found that the ultrasonic vibrations have significant effect on the two process responses. From the results, it was observed that with the use of ultrasonic vibrations, the material removal rate has increased to significant level and the hole taper has been decreased than in jet electrochemical micro-drilling. Effects of the pulsed direct current voltage supply on jet electrochemical micro-drilling and (ultrasonic-assisted jet electrochemical micro-drilling) were also analyzed. Application of pulsed direct current voltage has improved the material removal rate and reduced the hole taper in jet electrochemical micro-drilling as well as in ultrasonic-assisted jet electrochemical micro-drilling. The experimental results concluded that ultrasonic assistance have generated the holes with greater material removal rate and lower hole taper and with continuous direct current and pulsed direct current voltage.