The invention discloses a multi-objective optimization method and system for a client-side multi-energy system, and the method comprises the steps: obtaining the attribute information of energy equipment in the client-side multi-energy system, and obtaining the prediction information of a client electrical load, a cooling and heating load and renewable energy output in the multi-energy system; constructing a decision variable and a constraint condition of an optimization problem according to the obtained attribute information and prediction information; based on the decision variable and the constraint condition, constructing each single target function considering economy, energy saving performance and environmental protection performance; and setting a decision maker preference weight for each single objective function, then constructing a decision multi-objective optimization function, and performing solving to obtain a final optimal solution. According to the method, a linear weighted sum method is improved, so that the importance degree of each component can be truly reflected; meanwhile, the method considers three objectives of economy, carbon emission and energy conservation, comprises a decision maker preference input module, a source-network-load-storage multi-energy optimization model and a linear optimization problem processing module, and can meet the selection requirements of different decision makers for optimization objectives.