According to the established model of a single resonance energy selective electron refrigerator with heat leakage in the previous literature, this paper performs multi-objective optimization with finite-time thermodynamic theory and NSGA-II algorithm. Cooling load (R¯), coefficient of performance (ε), ecological function (ECO¯), and figure of merit (χ¯) of the ESER are taken as objective functions. Energy boundary (E′/kB) and resonance width (ΔE/kB) are regarded as optimization variables and their optimal intervals are obtained. The optimal solutions of quadru-, tri-, bi-, and single-objective optimizations are obtained by selecting the minimum deviation indices with three approaches of TOPSIS, LINMAP, and Shannon Entropy; the smaller the value of deviation index, the better the result. The results show that values of E′/kB and ΔE/kB are closely related to the values of the four optimization objectives; selecting the appropriate values of the system can design the system for optimal performance. The deviation indices are 0.0812 with LINMAP and TOPSIS approaches for four-objective optimization (ECO¯−R¯−ε−χ¯), while the deviation indices are 0.1085, 0.8455, 0.1865, and 0.1780 for four single-objective optimizations of maximum ECO¯, R¯, ε, and χ¯, respectively. Compared with single-objective optimization, four-objective optimization can better take different optimization objectives into account by choosing appropriate decision-making approaches. The optimal values of E′/kB and ΔE/kB range mainly from 12 to 13, and 1.5 to 2.5, respectively, for the four-objective optimization.