Association rule mining meeting a variety of measures is regarded as a multi-objective optimization problem rather than a single objective optimization problem. The convergent speed of traditional multi-objective algorithms such as genetic algorithm is slow and the efficiency of these algorithms is low. Furthermore, the rules generated by traditional multi-objective algorithms are too large to be efficiently analyzed and explored in any further process. Bat algorithm is a new efficient global optimal algorithm whose convergence is superior to binary particle swarm optimization (BPSO) and genetic algorithm. This paper discusses the application of multi-objective bat algorithm to association rule mining. We propose multi-objective binary bat algorithm (MBBA) based on Pareto for association rule mining. This algorithm is independent of minimum support and minimum confidence. To evaluate the association rules mined by MBBA algorithm, we propose a new method to discover interesting association rules without favoring or excluding any measure. Compared with the single-objective BPSO, binary bat algorithm (BBA) and Apriori algorithm, the experimental results on six datasets show that the new algorithm is feasible and highly effective. It can make up the shortage of single objective algorithms and traditional association rule mining algorithms.