As the need of micro-pyramid structured molds and optical element getting bigger, the requirement of its accuracy and effective and economical fabrication method is increasing faster. Single point diamond turning (SPDT) is a good technology for fabricating micro-pyramid structured, and it has be used very widely. Different processing mode can get different feature size of pyramid structured. In this paper, for different feature size of pyramid structures, the processing modes including Fast Tool Serve (FTS) and fly-cutting are discussed, meanwhile the limits of them are also analyzed. After that, a mass of experiments with different materials and different feature sizes have been done. Through measuring the surface structure with Scanning Electron Microscope (SEM) and White Light Interferometer (WLI), we find that FTS is suitable to fabricate pyramid structure with millimeter dimension or large, meanwhile the radius of diamond tool should be smaller to avoid the interference. When the size of pyramid structure reduces to micron dimension, fly-cutting with sharp angle tool is a good choice. All of them is very useful for engineering application.