This paper presents a multi objective optimization algorithm for a milling operation using machine learning technique.Optimization of machining parameters in CNC milling plays a very important role in reducing the machining costs and increasing the tool life.Operators usually select the machining parameters from handbooks or based on their experience and the selected machining parameters are conservative to avoid machining failure. The optimisation of machining parameters is non – linear with the constraints,so it is difficult for the traditional optimisation algorithm to solve the problem.In this paper, machine learning technique is proposed to optimise the milling parameters.The experimental trials for machining parameters in CNC milling machine is carried out at BFW(Bharath Fritz Werner, Bangalore).The machine learning technique is used for the optimisation of machining parameters in CNC milling operation and the results are analysed to get optimal values for the improved performance.This optimisation helps in optimising the machining parameters,resulting in improved productivity of CNC machines.