The operating condition parameters of temperature (T), anode relative humidity (RH_a), cathode relative humidity (RH_c), anode stoichiometry ratio (St_a), and cathode stoichiometry ratio (St_c) have a coupling influence on the multiple performance objectives of current density (I), pressure drop (ΔP), temperature difference (ΔT), and non-uniformity of oxygen (N) in the actual operation process of proton exchange membrane fuel cell (PEMFC). Based on the orthogonal experiment method (OEM) and entropy weight method (EWM), a new multi-objective optimization method and mathematical expression for evaluation of a PEMFC performance were proposed to clarify the influence ability of T, RH_a, RH_c, St_a, and St_c on I, ΔP, ΔT, and N and comprehensively evaluate the performance of a PEMFC in multiple performance objectives situations. The L18(37) orthogonal array was first designed by the OEM to form eighteen groups of schemes for multi-objective optimization. By analyzing the range and variance, the significance order and optimal parameter combination were individually obtained under four performance objectives. The comprehensive performance objective of output performance (OP) was then proposed, and the EWM was used to calculate the respective weight value of four performance objectives in OP. The mathematical expression of OP was calculated as OP = 0.51 I + 0.08 ΔP + 0.19 ΔT + 0.22 N, indicating that current density was the most important parameter. Eighteen groups of schemes were scored and ranked and the OP score of Scheme 6 was the highest with a value of 0.788. Finally, the analysis of range was performed again for OP scores, and the optimal combination of T = 343.15 K, St_a = 3, St_c = 3, RH_a = 20%, and RH_c = 20% was achieved, which was better than Scheme 6. This study redresses the limitation of single-performance objective optimization and maximizes the comprehensive performance of PEMFC considering multi-objectives.