To reduce the run-out in attaching a machining electrode to an electric discharge machine via an intermediate chuck jig and facilitating the attachment/ detachment.

When the machining electrode having an outside diameter smaller than the inside diameter of an machining electrode insertion part 5 of a collet chuck 1 is inserted, thin-wall parts outside slits 8 are deflected respectively and the width of a slot 7 is narrowed so that the machining electrode can be uniformly held with less run-out without uneven contact. When an outer circumference cut part 4 is damaged in penetrated by the intermediate chuck jig and fastened by a lock screw, it is prevented from damaging the inside diameter of the intermediate chuck jig in inserting into/drawing out from the intermediate chuck jig.