Optimum operating parameters for pulse co-deposition of nano-Al2O3 with Cr from a trivalent chromium bath onto Cu cathode are selected by using “technique for order performance by similarity to ideal solution” (TOPSIS), “VIšekriterijumsko KOmpromisno Rangiranje” (VIKOR), “elimination and choice expressing the reality” (ELECTRE) and “complex proportional assessment” (CORPAS) accompanied with analytic hierarchy processing (AHP) to compare methods for achievement of the best tribological coating performance. Criteria for appropriate selection include wear loss, corrosion resistance, micro-hardness, bath condition and current efficiency. Results ascertain the best Cr–Al2O3 nano-composite coating with 40% duty cycle, 10 Hz current frequency and 1 g/L nano-Al2O3 dispersed into the electrolyte bath. Comparison of the different calculated Speraman’s coefficients weighed with the «subjective» analytic hierarchy process indicates more consistent results than «objective» entropy technique. The study clarifies the comparative capability of the weighing and the ranking methods in choosing the best way to make consistent final results independent of the level of knowledge and standpoints of the researchers. Recommendation of subjective rather than objective weighing apparatus to the MCDM researchers is therefore a constructive achievement.