To satisfy the requirements for manufacturing complex surfaces and narrow deep cavity parts in aviation, medical, automobile and other industries, a CNC electrochemical milling system is developed, including: design of a machine tool with four-axis linkage (axis X/Y/Z and rotating axis C) at a repositioning accuracy of 2μm; development of a pulse power supply with high frequency, fast short circuit response and communication with the control system in realtime; an electrolyte circulating filtration system with 0.5μm filter precision, controllable pressure and temperature. Finally, a tubular electrode was employed for electrochemical milling high depth to width ratio structure on 304 stainless steel surface with this system. A narrow slot with the width of 1.4mm, depth of 8mm, and surface roughness of Ra0.8μm was successfully manufactured. The machining process was stable and the side wall of the slot was steep. It indicated that the developed system has reached the desired design goal.