The study investigates the influence of three different drilling kinematic systems on the surface roughness (Rt) of holes machined in quenched-and-tempered 40HM (AISI 4140) steel. A full experimental campaign was carried out using a CNC machining center and solid carbide internal-coolant drills. The spindle speed (n), feed per revolution (fn), and drilling kinematics were evaluated using a Taguchi L27 orthogonal array supported by ANOVA and response surface methodology (RSM). The results show that spindle speed is the most influential parameter (46.27% contribution to Rt variability), followed by the kinematic system (34.45%) and feed per revolution (19.28%). The most favorable surface roughness was obtained for the first kinematic system, combining tool rotation with an additional axial oscillation. Higher spindle speeds and a feed of 0.14 mm/rev yielded the lowest Rt values across most configurations. The findings highlight the importance of selecting an appropriate kinematic system, demonstrating that non-standard drilling kinematics can significantly enhance hole quality in heat-treated steels.