This paper presents a multi-criteria decision making (MCDM) for a turning process. An experimental process was performed according to the sequence of a matrix using the Taguchi method with nine experiments. The parameters including workpiece speed, feed rate, depth of cut, and nose radius were selected as the input variables. At each experiment, three cutting force components that were measured in the three directions X, Y, and Z, were Fx, Fy, and Fz, respectively. The value of Material Removal Rate (MRR) was also calculated at each experiment. The main purpose of this study is determination of an experiment in total performed experiments simultaneously ensuring the minimum Fx, Fy, and Fz and the maximum MRR. The Entropy method was applied to determine the weights for parameters Fx, Fx, Fx, and MRR. Eight MCDM methods were applied for multi-criteria decision making, this has not been performed in any studies. The implementation steps of each method were also presented in this paper. Seven ones of these eight methods determined the best experiment in total nine performed experiments. A new multi-criteria decision-making method as well as orientation for the further works were also proposed in this study.