The Aluminium 6061 alloy is a material that is used in rims, panels and several other parts of vehicles in the automotive industry, and it has excellent machinability properties. In this study, surface milling was applied to the aluminium 6061-T651 alloy that was cryogenically treated by using TiALN-Nano-coated normal and cryogenically treated cutting inserts. The Taguchi L18 orthogonal array was selected as the experimental design. As the cutting parameters in the experiments, two different cutting inserts (normal TiALN-Nano-coated inserts and cryogenically treated TiALN-Nano-coated inserts), three different cutting speeds (250, 350 and 450 m min(-1)) and three different feed rates (0.15, 0.30 and 0.45 mm tooth(-1)) were utilised. Roughness measurements were made after each experiment, and cutting insert wear was measured by repeating the same experiment 5 times. The Taguchi method and Grey Relational Analysis for multi optimisation were used in the optimisation of the wear and roughness values. According to the results of the experiment, the cryogenic treatment showed a positive effect for the minimum cutting insert wear, while it did not have any significant effect on surface roughness. The most significant factor affecting surface roughness was the feed rate, whereas the most significant factor affecting wear was the cutting speed. On the other hand, according to the result of the multi optimisation made using the GRA method, the most significant factor affecting both wear and surface roughness was determined as the feed rate. Based on the results obtained in this study, if the minimum surface roughness and wear are desired, the findings obtained with GRA can be easily used in the manufacturing industry. Consequently, it was observed that the proposed, Grey-based Taguchi methodology was effective in solving the decision-making problem involving multiple criteria as wear and roughness.