Considering the significance of improving the energy efficiency, surface quality and material removal quantity of machining processes, the present study is conducted in the form of an experimental investigation and a multi-objective optimization. The experiments were conducted by face milling AISI 1045 steel on a Computer Numerical Controlled (CNC) milling machine using a carbide cutting tool. The Cu-nano-fluid, dispersed in distilled water, was impinged in small quantity cooling lubrication (SQCL) spray applied to the cutting zone. The data of surface roughness and active cutting energy were measured while the material removal rate was calculated. A multi-objective optimization was performed by the integration of the Taguchi method, Grey Relational Analysis (GRA), and the Non-Dominated Sorting Genetic Algorithm (NSGA-II). The optimum results calculated were a cutting speed of 1200 rev/min, a feed rate of 320 mm/min, a depth of cut of 0.5 mm, and a width of cut of 15 mm. It was also endowed with a 20.7% reduction in energy consumption. Furthermore, the use of SQCL promoted sustainable manufacturing. The novelty of the work is in reducing energy consumption under nano fluid assisted machining while paying adequate attention to material removal quantity and the product’s surface quality.