This study design a surface response central composite design experiment to research the multiple targets technology optimization problem during the selective laser melting forming 18Ni300 die steel. Here, laser power, scanning speed, hatching distance, and powder coating thickness are considered as technology parameters and relative density, hardness, and wear resistance are considered as response targets. Combining with gray relational analysis to obtain the gray relational grade (GRG) of multiple targets and by analyzing the GRG value, we developed a regression model whose fitting value could reach 78.50%. Simultaneously, a group of optimized technology parameters, such as laser power of 250 W, scanning speed of 850 mm/s, hatching distance of 0.05 mm, and powder coating thickness of 0.02 mm, could be obtained. With the same arithmetic, optimized technology parameters group could get a better GRG value of 0.9312. Subsequent to performing confirmatory experiments, we obtained the sample with a relative density of 99.5%, hardness of 41.5 HRC, wear volume of 192000 μm ³, and GRG of 0.8895. The result is consistent with the prediction and the optimization method is reliable.