Although chip morphology changes according to the machining method and related cutting parameters, chip formation affects the quality of the machined surface. In this context, it is very important to understand the relationship between chip morphology and surface quality, especially in materials that are difficult to machine. In the presented study, the changes in chip morphology, surface morphology, and surface quality criteria (Ra and Rz) that occurred during the milling of precipitation-hardened steel in different cutting environments were analyzed. Milling experiments were carried out in dry, MQL (minimum quantity lubrication), nano-MQL (graphene), nano-MQL (hBN), Cryo, and Cryo-MQL environments using TiAlN-coated inserts and three different cutting speeds and feed rates. While the highest values in terms of Ra and Rz were measured in dry machining, the minimum values were obtained in a nano-MQL (hBN) cutting environment. Due to the lubrication and low friction provided by the MQL cutting environment, chips were formed in thinner segmented forms. This formation reduced the chip curve radius and thus provided a more stable surface morphology. On the other hand, Cryo-ambient gas could not effectively leak into the cutting zone due to the intermittent cutting process, but it increased the brittleness of the chips with the cooling effect and provided a similar surface morphology. The values of minimum Ra and Rz were obtained as 0.304 mm and 1.825 mm, respectively, at a 60 m/min cutting speed and 0.04 mm/rev feed. Consequently, the use of nano-MQL cutting medium is seriously recommended in terms of surface quality in milling operations of difficult-to-machine materials.