The main goal of this paper is to prove that bi-objective optimization of high-pressure gas networks ensures grater system efficiency than scalar optimization. The proposed algorithm searches for a trade-off between minimization of the running costs of compressors and maximization of gas networks capacity (security of gas supply to customers). The bi-criteria algorithm was developed using a gradient projection method to solve the nonlinear constrained optimization problem, and a hierarchical vector optimization method. To prove the correctness of the algorithm, three existing networks have been solved. A comparison between the scalar optimization and bi-criteria optimization results confirmed the advantages of the bi-criteria optimization approach.