The present work concerns an experimental study of turning with coated cermet tools with TiCN-TiN coating layer of AISI 52100 bearing steel. The main objectives are firstly focused on the effect of cutting parameters and coating material on the performances of cutting tools. Secondly, to perform a Multi-objective optimization for minimizing surface roughness (Ra) and maximizing material removal rate by desirability approach. A mathematical model was developed based on the Response Surface Methodology (RSM). ANOVA method was used to quantify the cutting parameters effects on the machining surface quality and the material removal rate. The results analysis shows that the feed rate has the most effect on the surface quality. The effect of coating layers on the surface quality is also studied. It is observed that a lower surface roughness is obtained when using PVD (TiCN-TiN) coated insert when compared with uncoated tool. The values of root mean square deviation and coefficient of correlation between the theoretical and experimental data are also given in this work where the maximum calculated error is 2.65 %.