Thin-walled parts made of aluminum alloy are mostly used as structural elements in the aerospace, automobile, and military industries due to good homogeneity, corrosion resistance, and the excellent ratio between mechanical properties and mass. Manufacturing of these parts is mainly performed by removing a large volume of material, so it is necessary to choose quality machining parameters that will achieve high productivity and satisfactory quality and accuracy of machining. Using the Taguchi methodology, an experimental plan is created and realized. Based on its results and comparative analysis of multi-criteria decision making (MCDM) methods, optimal levels of machining parameters in high-speed milling of thin-walled parts made of aluminum alloy Al7075 are selected. The varying input parameters are wall thickness, cutting parameters, and tool path strategies. The output parameters are productivity, surface quality, dimensional accuracy, the accuracy of forms and surface position, representing the optimization criteria. Selection of the optimal machining parameter levels and their ranking is realized using 14 MCDM methods. Afterward, the obtained results are compared using correlation analysis. At the output, integrative decisions were made on selecting the optimal level and rank of alternative levels of machining parameters.