A comprehensive evaluation method based on projection pursuit (PP) model is proposed to solve the problem of quality evaluation index multi-dimension for computer numerical control (CNC) machine tools. Firstly, the sine cosine algorithm (SCA) is introduced to calculate the objective weight of quality evaluation index for CNC machine tools. Then, analytic hierarchy process (AHP) combined with expert experience is utilized to obtain the subjective weight of each index. Furthermore, the combinational weight of CNC machine tool quality evaluation index is calculated with combining objective weight and subjective weight on the basis of the minimum entropy principle. Finally, the comprehensive evaluation values are calculated with projection algorithm of projection pursuit. The case study indicates that the method is feasible.