In the multi-step cutting process, the final machined surface quality is affected by the entire cutting process, especially the effect of work hardening and thermal softening induced by the previous steps (roughing or semi-finishing machining). In this paper, two-step (roughing-finishing) and three-step (roughing-semi-finishing-finishing) turning operations were designed by a single-factor experiment, and the effect of the change of cutting parameters in the previous steps on finishing surface quality was analyzed. Experimental results indicated that the microhardness in the machined surface layer of semi-finishing was smaller than that of roughing at the same depth, and the depth affected by work hardening of semi-finishing was thinner. Therefore, compared to two-step machining, the surface roughness affected by the work hardening and thermal softening of the previous steps was smaller after three-step machining, and the variation range of surface roughness with the change of the cutting parameters was smaller. Moreover, the relative height between the convex peak and the concave valley was larger. And the spacing between adjacent two convex peaks became larger and more uneven after three-step machining. The disturbed layer depth or the plastic deformation layer (PDL) depth was obviously reduced. However, the grains were severely distorted and stretched. It was because that semi-finishing weakened the work hardening of roughing in the three-step cutting process; therefore, the surface quality was better after finishing. By studying the effect of work hardening and thermal softening induced by the previous steps on finishing surface quality, the cutting parameters of roughing and semi-finishing were optimized to ultimately improve surface quality.