Due to Mechanical properties of the welding metal and heat affected zone (HAZ) is quality of welding in this research work the review of Multi-objective optimization of welding process parameters for obtaining best weld strength with good mechanical properties of dissimilar metals like stainless steel 3041 and Mild steel 1018 is done. This process used for welding is shielded Metal Arc welding and dissimilar metal are stainless steel 3041 and mild steel 1018. Welding speed, depend on electric property like current Voltage electrode angle, feed rate, Arc length are taken as controlling variables. The weld strength (N/mm2) and Bead geometry variables and Heat Affected Zone are obtained by set of experiment, the possible best outcomes and best method has been chosen by this research. Keywords: HAZ, Multi objective optimization, Response surface Methodology, Shielded metal arc welding