Micro-gap discharge is a form of gas discharge in which the discharge gap is on the order of sub-millimeters orless. To study the initial path of micro-gap discharge and the mechanism and law of particle density change during discharge, in this paper a micro-gap discharge experiment and discharge image acquisition device under atmospheric pressure is built and the COMSOL simulation software is used to simulate the electron density and space charge in the process of micro-gap air discharge. Furthermore, the MATLAB software is used to calculate the fractal dimension and probability development index of micro-gap discharge. The air discharge phenomena produced by applying positive DC voltage to needle tip at atmospheric pressure and room temperature with gap distance ranging from 50 μm to 150 μm are studied. It is found experimentally that there are twists and turns in the discharge channel, and the number of bifurcations in the discharge process with a short gap is less than that with a long gap. Observation of the micro-gap air discharge process with a gap of 100 μm under atmospheric pressure shows that the discharge process is divided into the following three processes: needle tip corona, corona breakdown streamer, and spark discharge channel. Based on the analyses of these experimental results, it can be concluded that the discharge mechanism follows Thomson's theory, supplemented by the streamer theory. The cathode secondary electron emission (including positive ions colliding with the cathode and photoelectron emission) and the space charge distortion electric field form a secondary electron avalanche to maintain the discharge together. The seed electrons formed by a small amount of space photoionization also form an electron avalanche under the action of the space charge distortion electric field. There are tortuous sections in the discharge channel, but the number of branches is small and the degree of tortuosity is low. Therefore, there are weak streamer forms. The discharge channel is tortuous and branched, but the number of bifurcations is relatively small, and the tortuousness is low. In addition, it is also found that a sheath is formed at the cathode, the distortion of electric field is 3–8 times that of original electric field, and the electron density reaches 2 × 10 ²¹m ^–3during discharge, obtained from the COMSOL simulation. Meanwhile, the fractal theory simulation is used to simulate the micro-gap discharge. In the process of research, the fractal dimension is found to be proportional to the voltage and the gap distance. When the probability development index η= 1.18–1.3, the fractal dimension of the simulated discharge process is closer to the experimental result. The findings in this paper lay the foundation for further exploring the discharge theory of sub-micro- and nano-scaled gaps.