In this study, the effects of coated (TiAlN and TiN) drills and cutting parameters on drilling performance were investigated. Drilling operations were carried out by drilling holes 20 mm deep with 5 mm diameter drills on duplex stainless steel (2205). Three different cutting speeds (15, 20 and 25 m/min) and three different feed rates (0.05, 0.075 and 0.1 mm/min) were used in the experiments. The effects of different drills and cutting parameters on the cutting force and surface roughness are measured. Experiments were made in full factorial and optimum conditions were determined for the values measured by the gray relational analysis method. According to the gray correlation analysis value, it was found that the feed rates on the cutting force and surface roughness had a greater effect than the other factors. In addition, variance analysis (ANOVA) was performed to determine the effects of cutting parameters on cutting force (Fc) and surface roughness (Ra). According to ANOVA results, it is determined that the most effective parameter on Ra is the feed rate and the most effective parameter on the second degree is the cutting speed.