The copper multi-step target with several to several tens of microns in thickness used in equation of state(EOS) experiment was produced by single point diamond turning(SPDT) technology. Parameters of finish process are given by rational tool design, clamp design and technical process design. The surface roughness is characterized by profile testing instrument, profilometer and white light interferometer. The results indicate that surface root mean square roughness of copper multi-step target by SPDT is less than 50 nm. The density of target material is tested by Archimedes principle. The result showed that the density of the copper mutil-step target is (8.945±0.074) g/cm3.