The paper presents an interactive programming approach to find the compromise optimal solution of the multi-level multi-objective linear programming problem. The solving process can be divided into analysis stage and decision-making stage. In the analysis stage, an evaluation function is constructed to express the difference between the objective and ideal values. In the decision-making stage, decision maker can compare the objective values with ideal values. If there has unsatisfied objective values, decision maker can make a concession of the satisfied values to improve the unsatisfied values. When the satisfactory degree of decision maker in upper levels have been mat, the problem of lower levels will be in solving. A characteristic of the proposed method comes from its continuous interaction with the decision maker. Finally, a numerical example is solved by this algorithm.