The energy sector worldwide faces evidently significant challenges that everyday become even more acute. Innovative technologies and energy efficiency measures are nowadays well known and widely spread, and the main issue is to identify those that will be proven to be the more effective and reliable in the long term. With such a variety of proposed measures, the decision maker has to compensate environmental, energy, financial and social factors in order to reach the best possible solution that will ensure the maximization of the energy efficiency of a building satisfying at the same time the building's final user/occupant/owner needs. This paper investigates the feasibility of the application of multi-objective optimization techniques to the problem of the improvement of the energy efficiency in buildings, so that the maximum possible number of alternative solutions and energy efficiency measures may be considered. It further shows that no optimal solution exists for this problem due to the competitiveness of the involved decision criteria. A simple example is used to identify the potential strengths and weaknesses of the proposed approach, and highlight potential problems that may arise. (C) 2008 Elsevier B.V. All rights reserved.