In order to resolve Multi-objective job shop scheduling problem, an optimization method of many goals scheduling based on grey relation theory and ant colony algorithm is proposed. Firstly, this paper introduces the relevant mathematical theory. AHP and Grey relational analysis, and they are combined to solve the choice of pre-processing equipment under the multi-objective conditions. What's more, ant colony algorithm is discussed to solve problem of processing order for machine. The effectiveness of multi-objective algorithm for job shop scheduling problem is verified through applying example.