This article presents a new method for multi-objective robust design optimization of electrical machines and provides a detailed comparison with so far introduced techniques. First, two robust design approaches, worst-case design and design for six-sigma, are compared with the conventional deterministic approach for multi-objective optimization. Through a case study on a permanent magnet motor, it is found that the reliabilities of motors produced based on robust designs are 100% under the investigated constraints, while the reliabilities of deterministic designs can be lower than 30%. A major disadvantage of robust optimization is the huge computation cost, especially for high-dimensional problems. To attempt this problem, a new multi-objective sequential optimization method (MSOM) with an orthogonal design technique and hypervolume indicator (as a measure of convergence) is proposed for both deterministic and robust design optimization of electrical machines. Through another case study, it is found that the new MSOM can improve motor performance and greatly reduce the computational cost. For the robust optimization, the number of required finite element simulations can be reduced by more than 40%, compared with that required by the conventional approach. The proposed method can be applied to many-objective (robust) design optimization of electrical machines.