This paper presents a new approach for the optimization of the high speed machining (HSM) process with multiple performance characteristics based on the orthogonal array with the grey relational analysis has been studied. Optimal machining parameters can then be determined by the grey relational grade as the performance index. In this study, the machining parameters such as cutting speed, feed rate and axial depth of cut are optimized under the multiple performance characteristics including, tool life, surface roughness, and material removal rate(MMR). As shown experimental results, machining performance in the HSM process can be improved effectively through this approach.