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This paper is concerned with Cylindrical Wire Electrical Discharge Turning processes being especially developed for difficult to machine materials. First, the effects of the machining parameters power, voltage, pulse off time, and spindle rotation rate on the machining performance, which comprises the material removal rate, the surface roughness, and the roundness, was studied. The machining parameters were evaluated by Taguchi's method. In particular, an L 9 (3 4 ) standard orthogonal array was employed as experimental design while determining the influence on the machining performance using the analysis of variance technique. In a second step, an optimisation of the machining parameters was sought using signal to noise ratio analysis. Therefore, the response surface methodology was determined in a regression analysis, which was used to model the influence of the parameters on the performance. Final experiments with a sophisticated home-made rotary spindle allowed the quantification of the effectiveness of the proposed method.