Tungsten heavy alloys (WHAs) are ideally suited to a wide range of density applications such as counterweights, inertial masses, radiation shielding, sporting goods and ordnance products. Manufacturing of these components essentially require machining to achieve desired finish, dimensions and tolerances However, machining of WHAs are extremely challenging because of higher values of elastic stiffness and hardness. Hence, there is a need to find the right combination of cutting parameters to carry out the machining operations efficiently. In the present work, turning tests are conducted on three different grades of WHAs, namely, 90WHA, 95WHA and 97WHA. Taguchi analysis is carried out to find out the most contributing factor as well as optimum cutting parameters that can give higher metal removal rate (MRR), lower surface roughness and lower cutting forces. It is observed that feed rate is the most prominent factor with percentage contribution varying in the range of 46–61%; whereas cutting speed has least effect on cutting forces, especially for 95WHA and 97WHA. Optimum values of forces, surface roughness and MRR and the corresponding machining parameters to be taken are presented. It is observed that 95W WHA has slightly better machinability as compared to other two grades since it gives highest MRR with lowest cutting forces and surface roughness values. The optimum machining parameter settings, so predicted, can be utilized to machine WHAs efficiently for manufacture of counter weights and inertial masses used in aerospace applications.