In this study, a flexible job shop scheduling problem with time-of-use electricity price constraint is considered. The problem includes machine processing speed, setup time, idle time, and the transportation time between machines. Both maximum completion time and total electricity price are optimized simultaneously. A hybrid multi-objective optimization algorithm of estimation of distribution algorithm and deep Q-network is proposed to solve this. The processing sequence, machine assignment, and processing speed assignment are all described using a three-dimensional solution representation. Two knowledge-based initialization strategies are designed for better performance. In the estimation of distribution algorithm component, three probability matrices corresponding to solution representation are provided. In the deep Q-network component, 34 state features are selected to describe the scheduling situation, while nine knowledge-based actions are defined to refine the scheduling solution, and the reward based on the two objectives is designed. As the knowledge for initialization and optimization strategies, five properties of the considered problem are proposed. The proposed mixed integer linear programming model of the problem is validated by exact solver CPLEX. The results of the numerical testing on wide-range scale instances show that the proposed hybrid algorithm is efficient and effective at solving the integrated flexible job shop scheduling problem.