Complex nature of machining processes requires the use of different methods and techniques for process optimization. Over the past few years a number of different optimization methods have been proposed for solving continuous machining optimization problems. In manufacturing environment, engineers are also facing a number of discrete machining optimization problems. In order to help decision makers in solving this type of optimization problems a number of multi criteria decision making (MCDM) methods have been proposed. This paper introduces the use of an almost unexplored MCDM method, i.e. performance selection index (PSI) method for solving machining MCDM problems. The main motivation for using the PSI method is that it is not necessary to determine criteria weights as in other MCDM methods. Applicability and effectiveness of the PSI method have been demonstrated while solving two case studies dealing with machinability of materials and selection of the most suitable cutting fluid for the given machining application. The obtained rankings have good correlation with those derived by the past researchers using other MCDM methods which validate the usefulness of this method for solving machining MCDM problems.