We investigate competitive co-evolution of unit micromanagement in real-time strategy games. Although good long-term macro-strategy and good short-term unit micromanagement both impact real-time strategy games performance, this paper focuses on generating quality micro. Better micro, for example, can help players win skirmishes and battles even when outnumbered. Prior work has shown that we can evolve micro to beat a given opponent. We remove the need for a good opponent to evolve against by using competitive co-evolution to evolve high-quality micro for both sides from scratch. We first co-evolve micro to control a group of ranged units versus a group of melee units. We then move to co-evolve micro for a group of ranged and melee units versus a group of ranged and melee units. Results show that competitive co-evolution produces good quality micro and when combined with the well-known techniques of fitness sharing, shared sampling, and a hall of fame takes less time to produce better quality micro than simple co-evolution. We believe these results indicate the viability of co-evolutionary approaches for generating good unit micro-management.