In this research work, the effect of three controllable machining parameters (table speed, feed per tooth and depth of cut) in a CNC milling machine on material removal rate and surface roughness has been studied. The three multi-criteria decision making (MCDM) techniques have been implemented to select the optimal machining condition for a CNC milling machine. Nine experiments as per Taguchi's standard L9 orthogonal array were performed on the machine parameters. Subsequently, multi-response optimisation was performed using grey relational analysis (GRA), technique for order preference by similarity to ideal solution (TOPSIS), and multi-objective optimisation on the basis of ratio analysis (MOORA) coupled with principal component analysis (PCA). The results revealed that the same optimal condition has been obtained by all the three techniques. This piece of research work will be helpful to academician, researchers, and other stakeholders in understanding the importance, severity and benefits obtained by the application, implementation and optimisation of the controllable parameters of a CNC milling machine using GRA, TOPSIS and MOORA.