The femtosecond laser ablation has been investigated on second generation single crystal superalloy CMSX-4 using a commercial titanium:sapphire laser system (λ = 780nm, τ = 120 fs). The ablation thresholds of bulk alloy CMSX-4 have been determined as a function of the pulse number (1, 10, 100, 1000) in air, argon gas and vacuum. The results indicate that the multiple-pulse threshold of this material decreased with increasing the pulse number in all the cases. For the same pulse number, the threshold changed in the descending order: air, vacuum and argon gas. The incubation coefficient in air has been determined: ξ = 0.86 ± 0.03. The preliminary results showed the better quality of femtosecond laser machining of CMSX-4 in vacuum and argon gas than in air.