In wheat threshing, reducing total grain loss and energy consumption is crucial for both economic and sustainable food security. This study investigates the effects of threshing drum type (straight and helical row), drum peripheral speed (36.73–48.98 m s−1), and drum-concave clearance (35–50 mm) on total grain loss and specific fuel consumption in a stationary threshing machine using a full factorial design. The optimum machine settings (drum type, peripheral speed and drum–concave clearance) that simultaneously minimize these two outputs were then determined. We systematically compared three surrogate modelling approaches—Response Surface Model (RSM), Gaussian Process Regression (GPR), and Artificial Neural Network (ANN)—to identify the most effective method for small-dataset optimization in threshing machine design. The best model was selected through cross-validation, and optimization was performed using the NSGA-II multi-objective genetic algorithm. GPR yielded the highest prediction accuracy for both outputs (R2 in prediction data: 0.99 for total grain loss and 0.91 for specific fuel consumption). Multi-objective optimization revealed a conflict between the two objectives; the best balance was achieved for the helical drum at a peripheral speed of approximately 41.5 m s−1 and a drum–concave clearance of 50 mm (predicted total grain loss approximately 3.7%, specific fuel consumption approximately 2.98 mL kg−1). Compared to the straight-row drum, the helical drum provided lower losses and fuel consumption, as well as approximately 3.5 times wider safe operating range. It should be noted that this optimum was predicted by the surrogate model and agreed closely with the best measured treatment; it was not confirmed by an independent validation experiment. The results demonstrated that combining a surrogate model with a genetic algorithm is an effective tool for optimizing threshing machine parameters.