The robust design of drilling parameters for step drill is dealing with the optimization of thrust force and delamination in drilling carbon fiber reinforced plastic (CFRP) laminate. The selected drilling parameters include the step angle, stage ratio, feed rate and spindle speed. Grey-Taguchi method is combining orthogonal array design of experiments with grey relational analysis, which enables the determination of the optimal combination of drilling parameters for step drill in drilling CFRP laminate with the multiple performance characteristics. The basic aim of grey relational analysis is to find the grey relational grade, which can be used for the optimization conversion from a multi-objective problem to a single-objective problem. Besides, grey relational grade is also used to estimate the parameter effects on the multiple performance characteristics.