Owing to the complexity of wire electrical discharge machining (wire-EDM), it is very difficult to determine optimal cutting parameters for improving cutting performance. The paper utilizes a feedforward neural network to associate the cutting parameters with the cutting performance. A simulated annealing (SA) algorithm is then applied to the neural network for solving the optimal cutting parameters based on a performance index within the allowable working conditions. Experimental results have shown that the cutting performance of wire-EDM can be greatly enhanced using this new approach.