The derived light from laser triggered plasma is used as an indicator for a closed-loop control in the femtosecond pulse laser micro-milling. The relationship between the brightness of derived light and the defocusing distance is pre-measured as a basic curve for the closed-loop control milling to assure the machining accuracy. The two elements, i.e. the defocusing distance and the size of the laser affected volume, are analyzed to predict the final machining result. By monitoring the brightness of the derived light, the ablation depth during a femtosecond pulse laser micro-machining process can be controlled in a real-time manner. A micro-milling experiment as reported in this paper demonstrates the feasibility and efficiency of this novel closed-loop micro-machining method.