Micro hollow cathode discharges (MHCD) were produced using 250 µm thick dielectric layer of alumina sandwiched between two nickel electrodes of 8 µm thickness. A through cavity at the center of the chip was formed by laser drilling technique. MHCD with a diameter of few hundreds of micrometers allowed us to generate direct current discharges in helium at up to atmospheric pressure. A slowly varying ramped voltage generator was used to study the ignition and the extinction periods of the micro-discharges. The analysis was performed by using electrical characterization of the V-I behavior and the measurement of He*(3 S1) metastable atoms density by tunable diode laser spectroscopy. At the ignition of the micro-discharges, 2 µs long current peak as high as 24 mA was observed, sometimes followed by low amplitude damped oscillations. At helium pressure above 400 Torr, an oscillatory behavior of the discharge current was observed just before the extinction of the micro-discharges. The same type of instability in the extinction period at high pressure also appeared on the density of He*(3 S1) metastable atoms but delayed by a few µs relative to the current oscillations. Metastable atoms thus cannot be at the origin of the generation of the observed instabilities.