A wire electric discharge machining apparatus is provided to equip with an automatic wire threader more reliably threading a wire electrode through an start hole. The wire electric discharge machining apparatus includes an automatic wire threader including: a feed roller disposed higher than the start hole and feeding a wire electrode toward the start hole; and a vertical drive device disposed between the feed roller and the start hole, and supplying compressed air in the upward and downward directions to vertically move the wire electrode slightly. The vertical drive device includes wire guides having guide holes through which the wire electrode is passed. The wire guides are constructed so that upward movement by the compressed air is possible.