In this paper, we propse Bayes estimators of the parameters of Marshall Olkin extended exponential distribution (MOEED) introduced by Marshall-Olkin [2] for complete sample under squared error loss function (SELF). We have used different approximation techniques to obtain the Bayes estimate of the parameters. A Monte Carlo simulation study is carried out to compare the performance of proposed estimators with the corresponding maximum likelihood estimator (MLE’s) on the basis of their simulated risk. A real data set has been considered for illustrative purpose of the study.