Hardened steel is widely used for good mechanical property, but its machinability is bad comparatively. It is efficient to enhance metal removed rate when high speed milling (HSM) hardened steel, but tool wear is rapid. In this paper, high-speed milling experiments were carried out for hardened steel with TiAlN coated tools. The effects of milling parameters on tool wear and surface roughness were studied. The influences of different coolants, such as dry, MQL, cryogenic MQL conditions on HSM hardened steel, were compared with each other, results showed that cryogenic MQL HSM hardened steel had better effects that can better reduce tool wear, extend tool life.