Use of magnesium is the need of the hour due to its low density as well as its high strength-to-weight and stiffness-to-weight ratio etc. This study focuses on the effectiveness of liquid nitrogen (LN2) assisted cryogenic machining on the surface integrity (SI) characteristics of AZ91 magnesium alloy. Face milling using uncoated carbide inserts have been performed under liquid nitrogen (LN2) assisted cryogenic condition and compared with conventional (dry) milling. Experiments are performed using machining parameters in terms of cutting speeds of 325, 475, 625 m/min, feed rates of 0.05, 0.1, 0.15 mm/teeth and depth of cuts of 0.5, 1, 1.5 mm respectively. Most significant surface integrity characteristics such as surface roughness, microhardness, microstructure, and residual stresses have been investigated. Behaviour of SI characteristics with respect to milling parameters have been identified using statistical technique such as ANOVA and signal-to-noise (S/N) ratio plots. Additionally, the multi criteria decision making (MCDM) techniques such as additive ratio assessment method (ARAS) and complex proportional assessment (COPRAS) have been utilized to identify the optimal conditions for milling AZ91 magnesium alloy under both dry and cryogenic conditions. Use of LN2 during machining, resulted in reduction in machining temperature by upto 29% with a temperature drop from 251.2 °C under dry condition to 178.5 °C in cryogenic condition. Results showed the advantage of performing cryogenic milling in improving the surface integrity to a significant extent. Cryogenic machining considerably minimized the roughness by upto 28% and maximised the microhardness by upto 23%, when compared to dry machining. Cutting speed has caused significant impact on surface roughness (95.33% – dry, 92.92% – cryogenic) and surface microhardness (80.33% – dry, 82.15% – cryogenic). Due to the reduction in machining temperature, cryogenic condition resulted in compressive residual stresses (maximum σ║ = -113 MPa) on the alloy surface. Results indicate no harm to alloy microstructure in both conditions, with no alterations to grain integrity and minimal reduction in the average grain sizes in the near machined area, when compared to before machined (base material) surface. The MCDM approach namely ARAS and COPRAS resulted in identical results, with the optimal condition being cutting speed of 625 m/min, a feed rate of 0.05 mm/teeth, and a depth of cut of 0.5 mm for both dry and cryogenic environments.