Based on finite-time-thermodynamic theory and the model established in previous literature, the multi-objective optimization analysis for an endoreversible closed Atkinson cycle is conducted through using the NSGA-II algorithm. With the final state point temperature (T2) of cycle compression process as the optimization variable and the thermal efficiency (η), the dimensionless efficient power (ĒP${\bar{E}}_{P}$), the dimensionless ecological function (Ē$\bar{E}$) and the dimensionless power (P̄$\bar{P}$) as the optimization objectives, the influences ofT2on the four optimization objectives are analyzed, multi-objective optimization analyses of single-, two-, three- and four-objective are conducted, and the optimal cycle optimization objective combination is chosen by using three decision-making methods which include LINMAP, TOPSIS, and Shannon Entropy. The result shows that when four-objective optimization is conducted, with the ascent ofT2,P̄$\bar{P}$descends,ηascends, bothĒ$\bar{E}$andĒP${\bar{E}}_{P}$firstly ascend and then descend. In this situation, the deviation index is the smallest and equals to 0.2657 under the decision-making method of Shannon Entropy, so its optimization result is the optimal. The multi-objective optimization results are able to provide certain guidelines for the design of practical closed Atkinson cycle heat engine.