In machining of superalloys, a major quality performance characteristic refers to the integrity of the machined surface. In this consideration, the paper deals with a comparative evaluation of surface integrity in dry, minimum quantity lubrication (MQL), and cryogenic turning of Inconel 718. The comparison is concerned with residual stresses, plastic work, and microhardness developed under these different cooling lubrication conditions. The residual stresses generated on the workpiece surface were more tensile in the tangential (hoop) direction than in the axial direction. On the other hand, larger compressive stresses beneath the surface were observed in the axial direction. We have clearly observed that cryogenic machining resulted in higher compressive residual stresses when compared with dry or MQL machining. In addition, cryogenic machining yielded a thicker compressive zone of material beneath the machined surface. The correlation between residual stresses and plastic work suggested that the effects of mechanical loads, in comparison with thermal effects, were minor. It was further shown that the highest machined surface hardness was related to cryogenic cooling lubrication. In contrast to the microhardness variation, no drastic change in microstructure was observed. Moreover, no significant correlation between thermally induced phase transformation in a machined surface layer and microhardness was established.