Many clustering techniques have been proposed to group genes based on gene expression data. Among these methods, semi-supervised clustering techniques aim to improve clustering performance by incorporating supervisory information in the form of pairwise constraints. However, noisy constraints inevitably exist in the constraint set obtained on the practical unlabeled dataset, which degenerates the performance of semi-supervised clustering. Moreover, multiple information sources are not integrated into multi-source constraints to improve clustering quality. To this end, the research proposes a new multi-objective semi-supervised clustering algorithm based on constraints selection and multi-source constraints (MSC-CSMC) for unlabeled gene expression data. The proposed method first uses the gene expression data and the gene ontology (GO) that describes gene annotation information to form multi-source constraints. Then, the multi-source constraints are applied to the clustering by improving the constraint violation penalty weight in the semi-supervised clustering objective function. Furthermore, the constraints selection and cluster prototypes are put into the multi-objective evolutionary framework by adopting a mixed chromosome encoding strategy, which can select pairwise constraints suitable for clustering tasks through synergistic optimization to reduce the negative influence of noisy constraints. The proposed MSC-CSMC algorithm is testified using five benchmark gene expression datasets, and the results show that the proposed algorithm achieves superior performance.