An investigation has been made into the machining feasibility when wire electro-discharge machining with an extremely high travelling speed of wire electrode (WEDM-HS) has been employed to process particle-reinforced 6061 Al matrix composites with 20-vol% Al2O3 (20ALO). And in this study, for the water based emulsion is used as working liquid, there exists an electrochemical effect. And thus, the EDM spark can operate under a relatively large spark gap size condition, and this would be helpful for the removal of the loosen particles and the machined debris. In this study, the material removal rate (MRR) has been examined. Since there are many factors that can influence the MRR during the wire electro-discharge machining process, in order to determine which factor has the most significant effect on the MRR and to obtain the optimal machining parameters, the relative importance of the various machining parameters on material removal rate was analysed by employing an orthogonal design. The results of the orthogonal analysis show that to obtain a high MRR for WEDM-HS machining of 20ALO materials, the duty cycle has the most significant effect on the MRR among current, pulse duration and duty cycle. And the impact of significance for the different factors follows the sequence of duty cycle > current > pulse duration. And under the experiment condition of this study, a duty cycle of 1:4, a current of 5A and a pulse duration of 32μs is the best arrangement for the MRR.