This paper presents an optimization of process parameters of turning operation using multi-response optimization Grey Relational Analysis (GRA) method instead of single response optimization. These parameters were optimized based on a three level two factor factorial design with three center points was used for the experimental design with Grey Relational Analysis. The machining parameters such as cutting speed, feed rate, and depth of cut were chosen for experimentation. The performance characteristics chosen for this study are material removal rate (MRR), tool life, and surface roughness. Experiments were conducted using coated carbide tool (KC5010) as the tool and martensitic stainless steel (AISI 420) as the workpiece. Experimental results have been improved through this approach.