Wire guiding device for wire erosion machine consists of a holder (1) having at least one inlet guide (4) and a wire guide (3) forming a part of the inlet guide (4); a housing (8) for releasably holding section (1) with a holding area (8a); a guide holding sleeve (32) located in area (8a) and fixed in position by working fluid (33); grooves (32a, 32b) between sleeve (32) and area (8a) and a closed conduit for the flow of working fluid; a pressure regulating device (34); and a positioning device (40) for positioning the holder (1) with respect to the housing (8) around the wire electrode (2).