High-speed machining is a very useful tool and one of the most effective rapid manufacturing processes. This study sought to produce various high-speed machining materials with excellent quality and dimensional accuracy. However, high-speed machining is not suitable for microscale thin-walled structures because the structure stiffness lacks the ability to resist the cutting force. This paper proposes a new method that is able to rapidly produce very thin-walled structures. This method consists of high-speed machining followed by filling. A strong work-holding force results from the solidification of the filling materials. Low-melting point metal alloys are used to minimize the thermal effects during phase changes and to hold the arbitrarily shaped thin-walled structures quickly during the high-speed machining. We demonstrate some applications, such as thin-walled cylinders and hemispherical shells, to verify the usefulness of this method and compare the analyzed dimensional accuracy of typical parts of the structures.