Surface roughness is an important parameter that determines the post-manufacturing product quality. In this study, effect of cutting parameters, coating material and the built-up edge phenomenon on the surface roughness were investigated in micro end milling process of Inconel 718 using a white light interferometer and scanning electron microscopy. A micro end mill with a diameter of 768 µm coated with five separate coating materials (AlTiN, AlCrN, TiAlN + AlCrN, TiAlN + WC/C and diamond-like carbon) was used in this study. According to the results obtained, mean surface roughness values of surfaces machined with a diamond-like carbon-coated and AlTiN-coated cutting tool were lower than for other coatings. However, surface roughness values of surfaces obtained with tools coated with TiAlN + AlCrN and AlCrN were higher. Specifically, the formation of built-up edge causes chips to be smeared on machined surfaces, which has a negative impact on the surface quality. As can be expected, wear occurs faster on uncoated tools. As a result of this, the edge radius may increase excessively, and the mean surface roughness value may decrease. Also in this study, multivariate analysis of variance was carried out and the parameter that was most effective on surface roughness was established.