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The self-adaptive evolutionary programming method (SAEP) proposed by author and the fuzzy set theory is combined to solve multi-objective fuzzy optimal operation of power system in this paper. The multi-objective fuzzy optimal operation model with crisp objectives and partially fuzzy constraints is proposed and four objectives (cost of generation with valve point loading, system transmission losses, environmental pollution) are considered for optimization, and the voltage constraints are modeled as fuzzy constraints. A non-linear membership function is proposed during fuzzification of objective function. Ultimately, the multi-objective fuzzy optimal operation problem is made to single-objective, and the SAEP is applied to solve it. Numerical results demonstrate its validity and effectiveness.