The parameter design of Taguchi's method for the optimization of a single response that involves experimental design is used to arrange the design parameters and noise factors in the orthogonal arrays. The quality loss function and signal-to-noise ratio are calculated for each experiment. At last, determine the optimal settings for a product or a process so that the product’s response has the minimum variation and its mean is close to the target. In this paper, a new approach using the Taguchi's quality loss function based on grey relational grade for optimizing the parameter design with multi-response has been studied. A case of welding study to illustrate this proposed approach is then approved.