The multi-objective optimization method was used for shape optimization of cement sand and gravel (CSG) dams in this study. The economic efficiency, the sensitivities of maximum horizontal displacement and maximum settlement of the dam to water level changes, the overall stability, and the overall strength security were taken into account during the optimization process. Three weight coefficient selection schemes were adopted to conduct shape optimization of a dam, and the case studies lead to the conclusion that both the upstream and downstream dam slope ratios for the optimal cross-section equal 1:0.7, which is consistent with the empirically observed range of 1:0.6 to 1:0.8 for the upstream and downstream dam slope ratios of CSG dams. Therefore, the present study is of certain reference value for designing CSG dams. The multi-objective optimization method was used for shape optimization of cement sand and gravel (CSG) dams in this study. The economic efficiency, the sensitivities of maximum horizontal displacement and maximum settlement of the dam to water level changes, the overall stability, and the overall strength of security were taken into account during the optimization process. Three weight coefficient selection schemes were conducted to conduct shape optimization of a dam, and the case studies lead to the conclusion that both both upstream and downstream dam slope ratios for the optimal cross- section equal 1: 0.7, which is consistent with the empirically observed range of 1: 0.6 to 1: 0.8 for the upstream and downstream dam slope ratios of CSG dams.