In this study, a multi-objective aerodynamic optimization is performed on the rotor airfoil via an improved MOPSO (multi-objective particle swarm optimization) method. A database of rotor airfoils containing both geometric and aerodynamic parameters is established, where the geometric parameters are obtained via the CST (class shape transformation) method and the aerodynamic parameters are obtained via CFD (computational fluid dynamics) simulations. On the basis of the database, a DBN (deep belief network) surrogate model is proposed and trained to accurately predict the aerodynamic parameters of the rotor airfoils. In order to improve the convergence rate and global searching ability of the standard MOPSO algorithm, an improved MOPSO framework is established. By embedding the DBN surrogate model into the improved MOPSO framework, multi-objective and multi-constraint aerodynamic optimization for the rotor airfoil is performed. Finally, the aerodynamic performance of the optimized rotor airfoil is validated through CFD simulations. The results indicate that the aerodynamic performance of the optimized rotor airfoil is improved dramatically compared with the baseline rotor airfoil.