In this study, variations of cutting performance with pulse time, open circuit voltage, wire speed and dielectric fluid pressure were experimentally investigated in Wire Electrical Discharge Machining (WEDM) process. Brass wire with 0.25 mm diameter and AISI 4140 steel with 10 mm thickness were used as tool and work materials in the experiments. The cutting performance outputs considered in this study were surface roughness and cutting speed. It is found experimentally that increasing pulse time, open circuit voltage, wire speed and dielectric fluid pressure increase the surface roughness and cutting speed. The variation of cutting speed and surface roughness with cutting parameters is modeled by using a regression analysis method. Then, for WEDM with multi-cutting performance outputs, an optimization work is performed using this mathematical models. In addition, the importance of the cutting parameters on the cutting performance outputs is determined by using the variance analysis (ANOVA).