In this paper, an effective approach, Taguchi grey relational analysis, has been applied to experimental results of wire cut electrical discharge machining (WEDM) on Inconel 825 with consideration of multiple response measures. The approach combines the orthogonal array design of experiment with grey relational analysis. The main objective of this study is to obtain improved material removal rate, surface roughness, and spark gap. Grey relational theory is adopted to determine the best process parameters that optimize the response measures. The experiment has been done by using Taguchi's orthogonal array L36 (21 × 37). Each experiment was conducted under different conditions of input parameters. The response table and the grey relational grade for each level of the machining parameters have been established. From 36 experiments, the best combination of parameters was found. The experimental results confirm that the proposed method in this study effectively improves the machining performance of WEDM process. © 2013 Springer-Verlag London.