A method of fabricating a micro drill, which includes a drill part for machining a hole and a shank part fixed to a motor, the drill part and the shank part being made of different materials. The method includes the steps of forming a drill part-forming powder compact having a recess in one end thereof, and forming a shank part-forming powder compact having a protrusion, the protrusion intended to be fitted into the recess of the drill part-forming powder compact, forming an assembly of the drill part-forming powder compact and the shank part-forming powder compact, with the protrusion fitted into the recess, and simultaneously sintering the assembly of the drill part-forming powder compact and the shank part-forming powder compact.