This paper reports the surface quality of a miniature cylindrical titanium rod/bar (MCTB) turned by the wire electrical discharge turning (WEDT) process using a zinc-coated wire of 250 µm diameter. The surface quality was mainly evaluated by considering the very important surface roughness parameters, i.e., the mean roughness depth. A Box–Behnken design (BBD) of the response surface methodology (RSM) based on 17 experimental runs was conducted, where the spark duration “Ton” was found as the most influential parameter affecting the mean roughness depth “RZ” of the miniature titanium bar. Further, using the grey relational analysis (GRA) technique of optimization, we obtained the least value of “RZ” 7.42 µm after machining a miniature cylindrical titanium bar with the optimum combination of WEDT’s variable parameters:Ton—0.9 µs,SV—30 V, and DOC—0.35 mm. This optimization led to a 37% reduction in the surface roughnessRzof the MCTB. The tribological characteristics of this MCTB were also found favorable after conducting a wear test. After completing a comparative study, we can claim that our results are better than those of the past research conducted in this area. The findings of this study are beneficial for the micro-turning of cylindrical bars made from a variety of difficult-to-machine materials.