Electrical Discharge Machining (EDM) is extensively utilized for machining hard and thermally resistant materials like OHNS (Oil-Hardened Non-Shrinking) die steel. The performance of EDM is influenced not only by process parameters but also by the metallurgical properties of the workpiece, which can be altered through heat treatment and subsequent cooling. This research investigates the impact of different cooling methods—air cooling, water quenching, and oil quenching—after uniform austenitizing heat treatment on the performance characteristics of EDM, including material removal rate (MRR), tool wear rate (TWR), and surface roughness (SR). The heated workpieces were cooled using the three aforementioned media to induce varied microstructural and hardness properties. EDM experiments were subsequently carried out using constant parameters to isolate the effect of heat treatment under different machining conditions, like rough, semi-finish, and finish. The results revealed significant variations in EDM performance across the differently cooled specimens. The experimental results indicate that heat treatment significantly influences EDM performance; hardened workpieces exhibited higher MRR but also increased tool wear and surface roughness as compared to non-treated workpieces. The air cooling, water quenching, and oil quenching of the workpieces could increase MRR by 18-82%, 7-70%, 8-75%, TWR by 7-43%, 26-98%, 20-56% and SR by 42-111%, 36-166%, 100-208%, respectively, as compared to a non-treated workpiece. These findings emphasize the critical role of pre-machining heat treatment and cooling strategy in optimizing EDM efficiency and surface quality for precision tooling applications.