A method of making a lead for a stimulation device includes forming at least one pre-electrode in the shape of a ring, the at least one pre-electrode comprises at least two thin-walled portions separated by at least two thick-walled portions; disposing the at least one pre-electrode near a distal end of a lead body; joining at least one conductor to each thick-walled portion of the at least one pre-electrode; and grinding the lead body and the at least one pre-electrode to remove the thin-walled portions of the at least one pre-electrode to form segmented electrodes from the thick-walled portions of the at least one pre-electrode.