This chapter presents the modelling and optimization techniques commonly used in engineering applications especially in Laser Micromachining process. Design of Experiment DOE (Response Surface Method and Taguchi), Artificial Neural Network (ANN), Genetic Algorithm (GA), and Particle swarm optimization (PSO) and mixed techniques are explained briefly. Furthermore, a review of laser micromachining processes parameters optimization was studied. Recent researches which used different approaches for modelling and optimization was presented.