The paper investigates optimization of process parameters of Wire Electrical Discharge Machining performed on Inconel825 alloy. The major performance characteristics selected to evaluate the process are material removal rate (MRR), surface roughness (SR), and spark gap (SG). In this study, since the process is with multiple-performance characteristics, therefore, the grey relational analysis that uses grey relational grade as performance index is specially adopted to determine the optimal combination of Wire EDM machining. Moreover, the principal component analysis is applied to evaluate the weighting values corresponding to various performance characteristics so that their relative importance can be properly and objectively described. The results of confirmation experiments reveal that grey relational analysis coupled with principal component analysis can effectively be used to obtain the optimal combination of wire EDM machining parameters. Hence, this confirms that the proposed approach in this study can be a useful tool to improve the performance of wire EDM machining process on Inconel825. © Research India Publications.